+10.9%
CMG vs UMAC
+2.9%
+8.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -10.9% | +16.7% | +5.8% |
| 7D | +22.5% | -26.0% | +48.6% | +22.4% |
| 30D | +14.1% | -40.3% | +54.4% | +14.1% |
| 3M | +4.1% | -51.1% | +55.2% | +4.0% |
| 6M | +10.1% | -5.6% | +15.7% | +8.5% |
| YTD | -4.9% | +2.3% | -7.1% | -9.0% |
| 1Y | +10.9% | +7.9% | +3.0% | +6.6% |
| All | +10.9% | +2.9% | +8.0% | +6.6% |
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