+167.2%
NET vs UMAC
+494.0%
-326.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.8% |
| 7D | -7.0% | -0.9% | -6.1% | -6.9% |
| 30D | -4.8% | -7.7% | +2.9% | -4.6% |
| 3M | +3.8% | -26.4% | +30.3% | +4.4% |
| 6M | +50.0% | +61.9% | -11.8% | +46.0% |
| YTD | +41.5% | +86.5% | -45.0% | +36.8% |
| 1Y | +32.8% | +156.3% | -123.5% | +27.6% |
| All | +167.2% | +494.0% | -326.8% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling