+43.3%
MAR vs UMAC
+549.5%
-506.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +9.3% | -11.6% | -2.4% |
| 7D | -1.7% | +14.7% | -16.4% | -1.9% |
| 30D | -6.9% | -0.5% | -6.4% | -7.0% |
| 3M | -15.8% | +0.5% | -16.3% | -16.1% |
| 6M | +1.9% | +57.9% | -56.0% | +0.2% |
| YTD | +6.6% | +103.9% | -97.3% | +3.9% |
| 1Y | +23.7% | +159.3% | -135.6% | +19.4% |
| All | +43.3% | +549.5% | -506.2% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling