+18.9%
NXPI vs UMAC
+182.0%
-163.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.6% |
| 7D | +6.8% | -5.2% | +12.0% | +7.0% |
| 30D | +20.0% | -36.4% | +56.4% | +22.3% |
| 3M | +14.8% | -58.6% | +73.4% | +18.8% |
| 6M | -10.5% | -24.6% | +14.2% | -10.2% |
| YTD | +23.7% | -11.5% | +35.2% | +22.1% |
| 1Y | +34.1% | +16.9% | +17.2% | +30.5% |
| All | +18.9% | +182.0% | -163.1% | +14.2% |
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