0.0%
NXPI vs UMAC
+549.5%
-549.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.3% | -11.1% | -2.1% |
| 7D | +0.7% | +14.7% | -14.0% | 0.0% |
| 30D | -6.6% | -0.5% | -6.1% | -6.8% |
| 3M | -25.4% | +0.5% | -25.9% | -26.0% |
| 6M | +11.9% | +57.9% | -46.0% | +8.2% |
| YTD | +4.0% | +103.9% | -99.9% | -0.9% |
| 1Y | +1.0% | +159.3% | -158.2% | -5.1% |
| All | 0.0% | +549.5% | -549.5% | -7.3% |
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