-1.6%
NDAQ vs UMAC
+138.6%
-140.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.3% |
| 7D | -6.8% | -4.0% | -2.8% | -6.8% |
| 30D | -3.2% | -9.4% | +6.2% | -3.1% |
| 3M | +6.5% | +3.0% | +3.5% | +6.3% |
| 6M | +5.7% | +27.2% | -21.4% | +4.1% |
| YTD | -4.6% | +84.7% | -89.3% | -7.9% |
| 1Y | -1.6% | +136.5% | -138.1% | -8.7% |
| All | -1.6% | +138.6% | -140.2% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling