+314.4%
FIX vs UMAC
+197.5%
+116.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.8% | -5.4% | +4.6% |
| 7D | -17.5% | -23.4% | +5.9% | -15.6% |
| 30D | -41.6% | -45.6% | +4.0% | -38.7% |
| 3M | -40.6% | -50.9% | +10.3% | -37.7% |
| 6M | -49.4% | -16.5% | -32.8% | -49.5% |
| YTD | +9.2% | -6.6% | +15.8% | +6.7% |
| 1Y | +6.5% | +10.7% | -4.2% | +2.7% |
| All | +314.4% | +197.5% | +116.9% | +269.3% |
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 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