-1.4%
IR vs UMAC
+216.2%
-217.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +1.1% | -2.9% | +4.0% | +1.1% |
| 30D | +7.6% | -35.6% | +43.2% | +8.6% |
| 3M | +0.1% | -51.3% | +51.4% | +1.6% |
| 6M | +14.0% | -17.5% | +31.5% | +13.2% |
| YTD | +7.5% | -0.7% | +8.2% | +5.4% |
| 1Y | +10.1% | +16.5% | -6.4% | +7.3% |
| All | -1.4% | +216.2% | -217.6% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling