-7.3%
MOD vs UMAC
+69.4%
-76.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +4.7% |
| 7D | +9.6% | -0.9% | +10.5% | +9.7% |
| 30D | 0.0% | -7.7% | +7.7% | +0.2% |
| 3M | -35.4% | -26.4% | -8.9% | -35.8% |
| 6M | -7.3% | +61.9% | -69.1% | -12.5% |
| All | -7.3% | +69.4% | -76.6% | -12.5% |
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