+23.7%
MOD vs UMAC
+197.5%
-173.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.1% | +5.0% |
| 7D | -25.5% | -23.4% | -2.2% | -24.2% |
| 30D | -49.0% | -45.6% | -3.4% | -47.0% |
| 3M | -49.8% | -50.9% | +1.1% | -47.8% |
| 6M | -64.8% | -16.5% | -48.2% | -64.5% |
| YTD | -27.6% | -6.6% | -21.0% | -28.4% |
| 1Y | -35.2% | +10.7% | -45.9% | -36.5% |
| All | +23.7% | +197.5% | -173.8% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling