-50.0%
PATH vs UMAC
+197.5%
-247.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -10.9% | -0.6% |
| 7D | -5.3% | -23.4% | +18.1% | -4.1% |
| 30D | -0.5% | -45.6% | +45.1% | +2.4% |
| 3M | -7.1% | -50.9% | +43.7% | -4.4% |
| 6M | +23.8% | -16.5% | +40.4% | +21.6% |
| YTD | -20.7% | -6.6% | -14.1% | -23.5% |
| 1Y | -8.1% | +10.7% | -18.8% | -12.4% |
| All | -50.0% | +197.5% | -247.5% | -57.5% |
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