+143.5%
C vs UMAC
+237.0%
-93.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +13.3% | -10.8% | +2.0% |
| 7D | -0.9% | -5.5% | +4.6% | -0.8% |
| 30D | -5.4% | -35.3% | +29.9% | -4.1% |
| 3M | -9.2% | -48.4% | +39.2% | -7.4% |
| 6M | -1.8% | +0.4% | -2.3% | -3.2% |
| YTD | +6.7% | +5.8% | +0.9% | +4.1% |
| 1Y | +23.5% | +27.3% | -3.8% | +19.5% |
| All | +143.5% | +237.0% | -93.5% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling