+315.1%
NEM vs UMAC
+549.5%
-234.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.3% | -10.1% | -1.1% |
| 7D | +3.9% | +14.7% | -10.8% | +3.3% |
| 30D | +12.7% | -0.5% | +13.2% | +12.5% |
| 3M | +28.7% | +0.5% | +28.2% | +27.8% |
| 6M | +9.8% | +57.9% | -48.2% | +6.8% |
| YTD | +28.1% | +103.9% | -75.8% | +23.6% |
| 1Y | +69.3% | +159.3% | -89.9% | +62.1% |
| All | +315.1% | +549.5% | -234.4% | +282.3% |
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