-46.5%
INTU vs UMAC
+216.2%
-262.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | -3.9% | -2.9% | -1.0% | -3.9% |
| 30D | +12.0% | -35.6% | +47.6% | +12.2% |
| 3M | +2.3% | -51.3% | +53.6% | +2.6% |
| 6M | -12.1% | -17.5% | +5.5% | -12.9% |
| YTD | -47.5% | -0.7% | -46.8% | -48.5% |
| 1Y | -46.9% | +16.5% | -63.4% | -48.1% |
| All | -46.5% | +216.2% | -262.8% | -50.2% |
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 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