+13.5%
ED vs UMAC
-19.8%
+33.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | -0.2% |
| 7D | -1.7% | +10.1% | -11.9% | -1.2% |
| 30D | +10.7% | -39.1% | +49.8% | +8.9% |
| 3M | +11.6% | -56.2% | +67.9% | +8.9% |
| 6M | +13.5% | -16.2% | +29.7% | +14.1% |
| All | +13.5% | -19.8% | +33.3% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling