+134.5%
P vs UMAC
+494.0%
-359.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.4% | +1.5% |
| 7D | +6.5% | -0.9% | +7.5% | +6.6% |
| 30D | +18.8% | -7.7% | +26.5% | +19.0% |
| 3M | +26.7% | -26.4% | +53.2% | +27.0% |
| 6M | +62.2% | +61.9% | +0.3% | +57.8% |
| YTD | +48.5% | +86.5% | -38.0% | +43.6% |
| 1Y | +26.4% | +156.3% | -129.9% | +21.2% |
| All | +134.5% | +494.0% | -359.5% | +133.0% |
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 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