-35.1%
DOW vs UMAC
+488.3%
-523.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +0.9% |
| 7D | -2.4% | -4.0% | +1.6% | -2.3% |
| 30D | -4.1% | -9.4% | +5.3% | -4.0% |
| 3M | -12.4% | +3.0% | -15.4% | -13.0% |
| 6M | -10.6% | +27.2% | -37.8% | -12.8% |
| YTD | +31.1% | +84.7% | -53.6% | +25.8% |
| 1Y | +30.5% | +136.5% | -106.0% | +23.9% |
| All | -35.1% | +488.3% | -523.4% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling