+129.4%
INTC vs UMAC
+488.3%
-358.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.3% | -5.4% |
| 7D | +9.4% | -4.0% | +13.4% | +9.6% |
| 30D | +2.7% | -9.4% | +12.1% | +2.9% |
| 3M | -6.3% | +3.0% | -9.3% | -7.0% |
| 6M | +114.5% | +27.2% | +87.3% | +109.3% |
| YTD | +171.9% | +84.7% | +87.2% | +161.0% |
| 1Y | +305.0% | +136.5% | +168.5% | +282.9% |
| All | +129.4% | +488.3% | -358.9% | +108.7% |
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