+44.4%
BEN vs UMAC
+473.8%
-429.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | 0.0% |
| 7D | -3.1% | -3.4% | +0.3% | -3.0% |
| 30D | +0.2% | -15.1% | +15.3% | +0.5% |
| 3M | +6.8% | -10.8% | +17.6% | +6.6% |
| 6M | +38.1% | +15.7% | +22.4% | +35.6% |
| YTD | +44.3% | +80.1% | -35.8% | +39.4% |
| 1Y | +42.6% | +116.7% | -74.1% | +36.3% |
| All | +44.4% | +473.8% | -429.4% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling