+182.9%
COMP vs UMAC
+549.5%
-366.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.3% | -12.7% | -3.8% |
| 7D | +4.1% | +14.7% | -10.6% | +3.3% |
| 30D | -14.5% | -0.5% | -14.0% | -14.8% |
| 3M | +41.8% | +0.5% | +41.3% | +40.6% |
| 6M | +23.6% | +57.9% | -34.4% | +18.3% |
| YTD | +1.7% | +103.9% | -102.2% | -4.3% |
| 1Y | +12.6% | +159.3% | -146.7% | +3.7% |
| All | +182.9% | +549.5% | -366.6% | +106.0% |
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