+57.8%
BN vs UMAC
+182.0%
-124.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.4% |
| 7D | -1.0% | -5.2% | +4.2% | -0.8% |
| 30D | +14.0% | -36.4% | +50.3% | +15.8% |
| 3M | -9.0% | -58.6% | +49.6% | -6.3% |
| 6M | -8.8% | -24.6% | +15.8% | -9.6% |
| YTD | -10.3% | -11.5% | +1.2% | -12.6% |
| 1Y | -5.8% | +16.9% | -22.7% | -9.6% |
| All | +57.8% | +182.0% | -124.2% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling