+23.9%
C vs UMAC
+12.3%
+11.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +0.7% |
| 7D | -0.4% | -13.9% | +13.5% | +0.3% |
| 30D | -5.2% | -39.6% | +34.4% | -2.7% |
| 3M | -9.1% | -53.6% | +44.5% | -5.7% |
| 6M | -1.6% | -6.2% | +4.6% | -3.8% |
| YTD | +6.9% | -1.2% | +8.1% | -0.8% |
| All | +23.9% | +12.3% | +11.5% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling