+135.4%
INTC vs UMAC
+473.8%
-338.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.7% |
| 7D | +7.5% | -3.4% | +10.9% | +7.6% |
| 30D | +2.0% | -15.1% | +17.1% | +2.5% |
| 3M | -12.0% | -10.8% | -1.2% | -12.2% |
| 6M | +114.5% | +15.7% | +98.9% | +110.2% |
| YTD | +179.0% | +80.1% | +98.8% | +168.1% |
| 1Y | +318.3% | +116.7% | +201.6% | +296.7% |
| All | +135.4% | +473.8% | -338.4% | +114.3% |
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 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