+35.8%
MOD vs UMAC
+195.7%
-160.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +5.9% | -0.1% |
| 7D | +16.1% | +10.1% | +5.9% | +15.4% |
| 30D | -38.5% | -39.1% | +0.6% | -36.5% |
| 3M | -46.8% | -56.2% | +9.4% | -44.3% |
| 6M | -61.6% | -16.2% | -45.4% | -61.3% |
| YTD | -20.5% | -7.1% | -13.4% | -21.3% |
| 1Y | -28.0% | +10.3% | -38.3% | -29.5% |
| All | +35.8% | +195.7% | -160.0% | +33.2% |
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