+36.8%
META vs UMAC
+237.0%
-200.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +13.3% | -8.2% | +4.7% |
| 7D | +5.7% | -5.5% | +11.2% | +5.8% |
| 30D | -10.8% | -35.3% | +24.5% | -9.7% |
| 3M | +8.4% | -48.4% | +56.8% | +10.1% |
| 6M | +5.4% | +0.4% | +4.9% | +4.0% |
| YTD | -2.6% | +5.8% | -8.4% | -4.8% |
| 1Y | +3.5% | +27.3% | -23.8% | +0.4% |
| All | +36.8% | +237.0% | -200.2% | +24.1% |
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