-64.8%
MOD vs UMAC
-13.6%
-51.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.1% | +3.5% |
| 7D | -25.5% | -23.4% | -2.2% | -21.5% |
| 30D | -49.0% | -45.6% | -3.4% | -43.1% |
| 3M | -49.8% | -50.9% | +1.1% | -44.0% |
| 6M | -64.8% | -16.5% | -48.2% | -62.6% |
| All | -64.8% | -13.6% | -51.1% | -62.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling