-60.1%
IT vs UMAC
+473.8%
-533.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.7% | +5.3% |
| 7D | -3.7% | -3.4% | -0.3% | -3.7% |
| 30D | +0.1% | -15.1% | +15.2% | +0.1% |
| 3M | +20.7% | -10.8% | +31.5% | +20.9% |
| 6M | +12.0% | +15.7% | -3.7% | +11.5% |
| YTD | -28.8% | +80.1% | -109.0% | -29.7% |
| 1Y | -25.5% | +116.7% | -142.2% | -26.8% |
| All | -60.1% | +473.8% | -533.8% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling