+78.7%
FDX vs UMAC
+216.2%
-137.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -2.1% | -2.9% | +0.9% | -2.0% |
| 30D | +10.4% | -35.6% | +46.0% | +11.1% |
| 3M | +0.5% | -51.3% | +51.7% | +1.4% |
| 6M | +6.5% | -17.5% | +24.0% | +5.7% |
| YTD | +40.2% | -0.7% | +40.9% | +37.9% |
| 1Y | +52.1% | +16.5% | +35.6% | +48.8% |
| All | +78.7% | +216.2% | -137.6% | +72.8% |
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