-51.2%
INTU vs UMAC
+508.0%
-559.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | -1.5% |
| 7D | -8.5% | +3.3% | -11.7% | -8.5% |
| 30D | -6.1% | -10.4% | +4.3% | -6.1% |
| 3M | +7.3% | +1.8% | +5.6% | +7.2% |
| 6M | -33.2% | +40.7% | -74.0% | -34.1% |
| YTD | -52.2% | +90.9% | -143.1% | -53.2% |
| 1Y | -52.7% | +151.8% | -204.4% | -54.1% |
| All | -51.2% | +508.0% | -559.2% | -54.7% |
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