+515.0%
PL vs UMAC
+195.7%
+319.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.1% |
| 7D | +22.3% | +10.1% | +12.1% | +20.7% |
| 30D | -8.3% | -39.1% | +30.8% | -1.4% |
| 3M | -43.3% | -56.2% | +13.0% | -36.7% |
| 6M | -65.8% | -16.2% | -49.6% | -65.3% |
| YTD | -29.5% | -7.1% | -22.4% | -30.2% |
| 1Y | +11.7% | +10.3% | +1.5% | +8.3% |
| All | +515.0% | +195.7% | +319.3% | +387.5% |
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