+35.9%
MOD vs UMAC
+237.0%
-201.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +13.3% | -3.4% | +9.0% |
| 7D | -13.9% | -5.5% | -8.4% | -13.5% |
| 30D | -41.5% | -35.3% | -6.2% | -39.9% |
| 3M | -45.7% | -48.4% | +2.6% | -43.7% |
| 6M | -61.1% | +0.4% | -61.6% | -61.3% |
| YTD | -20.5% | +5.8% | -26.3% | -22.0% |
| 1Y | -32.1% | +27.3% | -59.4% | -34.1% |
| All | +35.9% | +237.0% | -201.1% | +32.1% |
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