+5.7%
NXPI vs UMAC
+473.8%
-468.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +6.9% | +4.6% |
| 7D | +3.9% | -3.4% | +7.3% | +4.0% |
| 30D | +1.4% | -15.1% | +16.5% | +1.8% |
| 3M | -21.5% | -10.8% | -10.8% | -21.7% |
| 6M | +19.4% | +15.7% | +3.7% | +16.9% |
| YTD | +9.9% | +80.1% | -70.2% | +5.3% |
| 1Y | +7.9% | +116.7% | -108.8% | +2.1% |
| All | +5.7% | +473.8% | -468.1% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling