+70.6%
FDX vs UMAC
+508.0%
-437.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | -1.5% |
| 7D | -2.3% | +3.3% | -5.6% | -2.4% |
| 30D | -4.9% | -10.4% | +5.5% | -4.8% |
| 3M | -6.5% | +1.8% | -8.2% | -6.8% |
| 6M | +6.7% | +40.7% | -34.1% | +4.8% |
| YTD | +33.9% | +90.9% | -57.0% | +30.4% |
| 1Y | +72.2% | +151.8% | -79.6% | +66.2% |
| All | +70.6% | +508.0% | -437.4% | +63.3% |
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