+9.9%
BND vs UMAC
+508.0%
-498.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.2% |
| 7D | -0.1% | +3.3% | -3.4% | -0.2% |
| 30D | -0.2% | -10.4% | +10.2% | -0.2% |
| 3M | -0.7% | +1.8% | -2.4% | -0.7% |
| 6M | -1.7% | +40.7% | -42.4% | -1.9% |
| YTD | -0.5% | +90.9% | -91.4% | -0.9% |
| 1Y | +0.4% | +151.8% | -151.4% | -0.1% |
| All | +9.9% | +508.0% | -498.1% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling