+73.3%
FDX vs UMAC
+549.5%
-476.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.3% | -11.9% | -2.8% |
| 7D | -3.3% | +14.7% | -18.0% | -3.6% |
| 30D | -1.4% | -0.5% | -0.9% | -1.5% |
| 3M | -4.5% | +0.5% | -5.0% | -4.8% |
| 6M | +9.4% | +57.9% | -48.5% | +7.3% |
| YTD | +36.0% | +103.9% | -67.9% | +32.3% |
| 1Y | +75.5% | +159.3% | -83.8% | +69.4% |
| All | +73.3% | +549.5% | -476.2% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling