+173.5%
C vs UMAC
+494.0%
-320.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +0.1% | -7.7% | +7.7% | +0.1% |
| 3M | +2.4% | -26.4% | +28.9% | +2.8% |
| 6M | +24.9% | +61.9% | -36.9% | +20.7% |
| YTD | +19.8% | +86.5% | -66.7% | +14.8% |
| 1Y | +44.9% | +156.3% | -111.4% | +36.8% |
| All | +173.5% | +494.0% | -320.5% | +146.1% |
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 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