+57.7%
DD vs UMAC
+473.8%
-416.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.2% |
| 7D | -3.5% | -3.4% | -0.1% | -3.4% |
| 30D | -11.7% | -15.1% | +3.4% | -11.4% |
| 3M | -9.2% | -10.8% | +1.5% | -9.4% |
| 6M | -7.2% | +15.7% | -22.9% | -8.5% |
| YTD | +6.6% | +80.1% | -73.5% | +3.7% |
| 1Y | +32.0% | +116.7% | -84.7% | +27.3% |
| All | +57.7% | +473.8% | -416.1% | +48.9% |
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 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