+27.4%
M vs UMAC
+473.8%
-446.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.5% | +10.2% | +7.8% |
| 7D | -4.2% | -3.4% | -0.8% | -4.1% |
| 30D | -7.2% | -15.1% | +7.9% | -6.9% |
| 3M | -11.1% | -10.8% | -0.4% | -11.4% |
| 6M | +28.8% | +15.7% | +13.1% | +26.0% |
| YTD | +2.0% | +80.1% | -78.1% | -2.1% |
| 1Y | +31.3% | +116.7% | -85.5% | +24.2% |
| All | +27.4% | +473.8% | -446.3% | +15.3% |
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