+72.0%
FDX vs UMAC
+488.3%
-416.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +0.9% |
| 7D | -3.9% | -4.0% | +0.1% | -3.8% |
| 30D | -3.3% | -9.4% | +6.1% | -3.3% |
| 3M | -2.0% | +3.0% | -4.9% | -2.4% |
| 6M | +8.0% | +27.2% | -19.1% | +6.4% |
| YTD | +35.0% | +84.7% | -49.7% | +31.5% |
| 1Y | +73.7% | +136.5% | -62.8% | +67.9% |
| All | +72.0% | +488.3% | -416.2% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling