+40.4%
COP vs UMAC
+182.0%
-141.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +1.7% |
| 7D | +4.4% | -5.2% | +9.6% | +4.5% |
| 30D | 0.0% | -36.4% | +36.3% | +0.5% |
| 3M | +15.0% | -58.6% | +73.6% | +16.3% |
| 6M | +22.0% | -24.6% | +46.7% | +21.0% |
| YTD | +55.3% | -11.5% | +66.8% | +52.7% |
| 1Y | +64.1% | +16.9% | +47.2% | +60.1% |
| All | +40.4% | +182.0% | -141.6% | +32.6% |
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