+168.7%
COMP vs UMAC
+182.0%
-13.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +1.9% |
| 7D | 0.0% | -5.2% | +5.2% | +0.3% |
| 30D | +16.6% | -36.4% | +52.9% | +19.0% |
| 3M | -23.5% | -58.6% | +35.1% | -20.5% |
| 6M | +25.7% | -24.6% | +50.4% | +25.3% |
| YTD | -3.4% | -11.5% | +8.1% | -5.5% |
| 1Y | +7.6% | +16.9% | -9.3% | +3.6% |
| All | +168.7% | +182.0% | -13.3% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling