+164.9%
JCI vs UMAC
+473.8%
-308.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.3% |
| 7D | +0.7% | -3.4% | +4.1% | +0.8% |
| 30D | -4.4% | -15.1% | +10.7% | -4.1% |
| 3M | +1.7% | -10.8% | +12.4% | +1.5% |
| 6M | +8.8% | +15.7% | -6.9% | +6.8% |
| YTD | +22.6% | +80.1% | -57.5% | +18.4% |
| 1Y | +36.2% | +116.7% | -80.5% | +30.1% |
| All | +164.9% | +473.8% | -308.9% | +137.4% |
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