+24.9%
M vs UMAC
+138.6%
-113.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.4% | -4.6% |
| 7D | -8.8% | -4.0% | -4.8% | -8.6% |
| 30D | -16.4% | -9.4% | -7.0% | -16.3% |
| 3M | -10.8% | +3.0% | -13.8% | -11.4% |
| 6M | +16.1% | +27.2% | -11.1% | +14.0% |
| YTD | -5.3% | +84.7% | -90.0% | -8.1% |
| 1Y | +24.9% | +136.5% | -111.6% | +24.9% |
| All | +24.9% | +138.6% | -113.8% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling