+5.7%
COMP vs UMAC
+6.6%
-0.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.3% | -1.6% |
| 7D | +8.9% | +10.1% | -1.3% | +8.2% |
| 30D | +14.0% | -39.1% | +53.1% | +17.7% |
| 3M | -21.1% | -56.2% | +35.1% | -17.1% |
| 6M | +20.1% | -16.2% | +36.3% | +18.3% |
| YTD | -5.0% | -7.1% | +2.1% | -10.2% |
| 1Y | +5.7% | +10.3% | -4.6% | -2.4% |
| All | +5.7% | +6.6% | -0.9% | -2.4% |
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