+128.8%
P vs UMAC
+508.0%
-379.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.4% | -3.8% |
| 7D | +5.0% | +3.3% | +1.7% | +4.9% |
| 30D | -0.9% | -10.4% | +9.5% | -0.7% |
| 3M | +38.7% | +1.8% | +36.9% | +37.8% |
| 6M | +54.4% | +40.7% | +13.6% | +50.8% |
| YTD | +44.8% | +90.9% | -46.1% | +40.0% |
| 1Y | +22.5% | +151.8% | -129.2% | +17.4% |
| All | +128.8% | +508.0% | -379.2% | +127.1% |
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