+146.2%
MOD vs UMAC
+549.5%
-403.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.3% | -10.5% | -1.7% |
| 7D | +6.3% | +14.7% | -8.4% | +5.5% |
| 30D | -1.7% | -0.5% | -1.2% | -1.9% |
| 3M | -30.1% | +0.5% | -30.6% | -30.7% |
| 6M | +2.7% | +57.9% | -55.2% | -1.4% |
| YTD | +44.1% | +103.9% | -59.9% | +36.0% |
| 1Y | +38.7% | +159.3% | -120.6% | +28.8% |
| All | +146.2% | +549.5% | -403.3% | +130.2% |
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