+13.7%
COMP vs UMAC
+9.5%
+4.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.6% | -0.8% | -6.9% |
| 7D | +7.2% | -13.9% | +21.1% | +8.0% |
| 30D | +6.4% | -39.6% | +45.9% | +9.7% |
| 3M | -19.4% | -53.6% | +34.2% | -15.9% |
| 6M | +14.6% | -6.2% | +20.7% | +12.1% |
| YTD | -5.5% | -1.2% | -4.3% | -10.0% |
| 1Y | +13.7% | +9.7% | +4.0% | +6.9% |
| All | +13.7% | +9.5% | +4.2% | +6.9% |
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