+73.6%
MOD vs UMAC
+182.0%
-108.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -4.6% | +32.5% | +28.2% |
| 7D | +40.4% | -5.2% | +45.6% | +40.8% |
| 30D | -14.0% | -36.4% | +22.4% | -11.4% |
| 3M | -33.3% | -58.6% | +25.3% | -29.9% |
| 6M | -51.4% | -24.6% | -26.8% | -50.8% |
| YTD | +1.6% | -11.5% | +13.1% | +0.8% |
| 1Y | +5.4% | +16.9% | -11.5% | +3.0% |
| All | +73.6% | +182.0% | -108.4% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling