+22.5%
P vs UMAC
+141.5%
-119.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.4% | -3.5% |
| 7D | +5.0% | +3.3% | +1.7% | +4.7% |
| 30D | -0.9% | -10.4% | +9.5% | -0.4% |
| 3M | +38.7% | +1.8% | +36.9% | +36.3% |
| 6M | +54.4% | +40.7% | +13.6% | +44.9% |
| YTD | +44.8% | +90.9% | -46.1% | +30.9% |
| 1Y | +22.5% | +151.8% | -129.2% | +10.0% |
| All | +22.5% | +141.5% | -119.0% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling