+3.2%
OMC vs UMAC
+549.5%
-546.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.3% | -11.1% | -1.9% |
| 7D | -5.8% | +14.7% | -20.5% | -5.9% |
| 30D | -4.8% | -0.5% | -4.3% | -4.9% |
| 3M | +9.2% | +0.5% | +8.7% | +9.1% |
| 6M | -2.5% | +57.9% | -60.4% | -3.6% |
| YTD | +2.6% | +103.9% | -101.4% | +0.8% |
| 1Y | +5.9% | +159.3% | -153.3% | +3.3% |
| All | +3.2% | +549.5% | -546.3% | -2.8% |
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