+175.0%
C vs UMAC
+488.3%
-313.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.6% |
| 7D | +0.3% | -4.0% | +4.3% | +0.4% |
| 30D | +2.0% | -9.4% | +11.4% | +2.2% |
| 3M | +4.4% | +3.0% | +1.4% | +3.6% |
| 6M | +28.3% | +27.2% | +1.2% | +25.1% |
| YTD | +20.5% | +84.7% | -64.2% | +15.4% |
| 1Y | +45.5% | +136.5% | -90.9% | +37.7% |
| All | +175.0% | +488.3% | -313.2% | +147.5% |
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