-18.2%
META vs UMAC
+168.1%
-186.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.3% | -9.9% | -0.8% |
| 7D | +6.0% | +14.7% | -8.7% | +5.6% |
| 30D | +3.6% | -0.5% | +4.1% | +3.4% |
| 3M | +4.9% | +0.5% | +4.4% | +4.6% |
| 6M | -4.7% | +57.9% | -62.6% | -7.7% |
| YTD | -6.9% | +103.9% | -110.8% | -11.8% |
| 1Y | -18.2% | +159.3% | -177.5% | -20.7% |
| All | -18.2% | +168.1% | -186.3% | -20.7% |
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 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