+688.1%
PL vs UMAC
+549.5%
+138.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.3% | -11.1% | -3.0% |
| 7D | -7.5% | +14.7% | -22.2% | -9.4% |
| 30D | -25.6% | -0.5% | -25.1% | -26.2% |
| 3M | -45.6% | +0.5% | -46.1% | -46.5% |
| 6M | -29.5% | +57.9% | -87.5% | -35.8% |
| YTD | -9.7% | +103.9% | -113.6% | -20.1% |
| 1Y | +84.4% | +159.3% | -74.9% | +58.3% |
| All | +688.1% | +549.5% | +138.6% | +458.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling