+12.2%
DIS vs UMAC
+8.8%
+3.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.3% | +0.6% |
| 7D | +1.9% | -5.2% | +7.1% | +1.9% |
| 30D | +9.2% | -36.4% | +45.5% | +9.0% |
| 3M | +13.5% | -58.6% | +72.1% | +13.4% |
| 6M | +14.3% | -24.6% | +38.9% | +13.7% |
| YTD | +5.4% | -11.5% | +16.8% | +3.1% |
| 1Y | +12.2% | +16.9% | -4.7% | +8.7% |
| All | +12.2% | +8.8% | +3.4% | +8.7% |
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