+170.0%
COMP vs UMAC
+216.2%
-46.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | +2.2% | -2.9% | +5.1% | +2.3% |
| 30D | +16.3% | -35.6% | +51.9% | +18.7% |
| 3M | -19.1% | -51.3% | +32.1% | -16.7% |
| 6M | +17.1% | -17.5% | +34.7% | +16.1% |
| YTD | -2.9% | -0.7% | -2.2% | -5.6% |
| 1Y | +8.8% | +16.5% | -7.7% | +4.7% |
| All | +170.0% | +216.2% | -46.2% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling