+41.9%
EXC vs UMAC
+494.0%
-452.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | -3.7% | -7.7% | +3.9% | -3.7% |
| 3M | -1.3% | -26.4% | +25.2% | -1.2% |
| 6M | -9.7% | +61.9% | -71.6% | -9.6% |
| YTD | +2.9% | +86.5% | -83.6% | +2.9% |
| 1Y | +4.4% | +156.3% | -151.9% | +4.4% |
| All | +41.9% | +494.0% | -452.1% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling