+149.1%
MOD vs UMAC
+494.0%
-344.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +4.5% |
| 7D | +9.6% | -0.9% | +10.5% | +9.6% |
| 30D | 0.0% | -7.7% | +7.7% | +0.2% |
| 3M | -35.4% | -26.4% | -8.9% | -35.0% |
| 6M | -7.3% | +61.9% | -69.1% | -10.9% |
| YTD | +45.8% | +86.5% | -40.7% | +38.3% |
| 1Y | +43.1% | +156.3% | -113.2% | +33.2% |
| All | +149.1% | +494.0% | -344.9% | +134.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling