+171.5%
C vs UMAC
+549.5%
-378.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.1% | -1.0% |
| 7D | +3.2% | +14.7% | -11.5% | +2.6% |
| 30D | +1.3% | -0.5% | +1.8% | +1.1% |
| 3M | +3.1% | +0.5% | +2.6% | +2.5% |
| 6M | +29.6% | +57.9% | -28.3% | +25.4% |
| YTD | +19.0% | +103.9% | -85.0% | +13.6% |
| 1Y | +45.6% | +159.3% | -113.6% | +37.4% |
| All | +171.5% | +549.5% | -378.0% | +143.5% |
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