+318.3%
INTC vs UMAC
+129.0%
+189.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.8% |
| 7D | +7.5% | -3.4% | +10.9% | +7.8% |
| 30D | +2.0% | -15.1% | +17.1% | +2.9% |
| 3M | -12.0% | -10.8% | -1.2% | -13.0% |
| 6M | +114.5% | +15.7% | +98.9% | +109.5% |
| YTD | +179.0% | +80.1% | +98.8% | +165.9% |
| 1Y | +318.3% | +116.7% | +201.6% | +360.2% |
| All | +318.3% | +129.0% | +189.2% | +360.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling