+140.3%
P vs UMAC
+214.8%
-74.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | -0.5% |
| 7D | -13.3% | -13.9% | +0.6% | -12.7% |
| 30D | -34.0% | -39.6% | +5.6% | -32.6% |
| 3M | +4.1% | -53.6% | +57.7% | +7.1% |
| 6M | +30.5% | -6.2% | +36.7% | +30.4% |
| YTD | +52.2% | -1.2% | +53.4% | +51.0% |
| 1Y | +10.3% | +9.7% | +0.6% | +9.0% |
| All | +140.3% | +214.8% | -74.4% | +145.0% |
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