+138.4%
P vs UMAC
+549.5%
-411.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.3% | -7.7% | +1.3% |
| 7D | +7.8% | +14.7% | -6.9% | +7.3% |
| 30D | +12.3% | -0.5% | +12.8% | +12.2% |
| 3M | +37.1% | +0.5% | +36.6% | +36.2% |
| 6M | +66.1% | +57.9% | +8.1% | +61.6% |
| YTD | +50.9% | +103.9% | -53.0% | +45.5% |
| 1Y | +27.2% | +159.3% | -132.1% | +21.7% |
| All | +138.4% | +549.5% | -411.1% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling