-9.5%
NOC vs UMAC
+129.0%
-138.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | +0.8% | -3.4% | +4.2% | +0.9% |
| 30D | -9.7% | -15.1% | +5.4% | -9.2% |
| 3M | -5.6% | -10.8% | +5.1% | -5.7% |
| 6M | -28.6% | +15.7% | -44.3% | -30.3% |
| YTD | -7.9% | +80.1% | -88.0% | -13.2% |
| 1Y | -9.5% | +116.7% | -126.2% | -14.8% |
| All | -9.5% | +129.0% | -138.6% | -14.8% |
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