+15.3%
D vs UMAC
+141.5%
-126.2%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -1.7% |
| 7D | -0.4% | +3.3% | -3.7% | -0.4% |
| 30D | -2.1% | -10.4% | +8.3% | -2.1% |
| 3M | -0.7% | +1.8% | -2.5% | -0.4% |
| 6M | +5.6% | +40.7% | -35.2% | +7.3% |
| YTD | +14.6% | +90.9% | -76.3% | +17.7% |
| 1Y | +15.3% | +151.8% | -136.4% | +19.0% |
| All | +15.3% | +141.5% | -126.2% | +19.0% |
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 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