+31.5%
META vs UMAC
+494.0%
-462.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.1% |
| 7D | +6.7% | -0.9% | +7.6% | +6.7% |
| 30D | +4.8% | -7.7% | +12.4% | +4.8% |
| 3M | -1.6% | -26.4% | +24.8% | -1.2% |
| 6M | -7.5% | +61.9% | -69.3% | -10.1% |
| YTD | -6.4% | +86.5% | -92.9% | -9.8% |
| 1Y | -17.3% | +156.3% | -173.7% | -21.4% |
| All | +31.5% | +494.0% | -462.5% | +17.5% |
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