+74.7%
NTR vs UMAC
+488.3%
-413.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -2.4% |
| 7D | -2.5% | -4.0% | +1.5% | -2.4% |
| 30D | +17.0% | -9.4% | +26.4% | +17.1% |
| 3M | +22.2% | +3.0% | +19.2% | +21.6% |
| 6M | +5.2% | +27.2% | -22.0% | +3.5% |
| YTD | +29.7% | +84.7% | -55.0% | +26.5% |
| 1Y | +39.4% | +136.5% | -97.1% | +35.1% |
| All | +74.7% | +488.3% | -413.5% | +61.9% |
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