+46.4%
EMR vs UMAC
+488.3%
-441.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.2% |
| 7D | -1.2% | -4.0% | +2.8% | -1.1% |
| 30D | -9.4% | -9.4% | 0.0% | -9.3% |
| 3M | +8.6% | +3.0% | +5.6% | +7.7% |
| 6M | +6.7% | +27.2% | -20.5% | +3.7% |
| YTD | +13.1% | +84.7% | -71.6% | +7.9% |
| 1Y | +12.7% | +136.5% | -123.7% | +6.1% |
| All | +46.4% | +488.3% | -441.9% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling