+21.7%
NOC vs UMAC
+488.3%
-466.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.7% |
| 7D | -1.8% | -4.0% | +2.2% | -1.7% |
| 30D | -9.4% | -9.4% | -0.1% | -9.4% |
| 3M | -3.8% | +3.0% | -6.8% | -4.0% |
| 6M | -28.8% | +27.2% | -55.9% | -29.2% |
| YTD | -7.9% | +84.7% | -92.6% | -8.6% |
| 1Y | -9.0% | +136.5% | -145.5% | -9.8% |
| All | +21.7% | +488.3% | -466.5% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling