+535.8%
PL vs UMAC
+237.0%
+298.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +13.3% | +1.2% | +12.5% |
| 7D | +10.9% | -5.5% | +16.4% | +11.9% |
| 30D | -16.4% | -35.3% | +18.9% | -10.9% |
| 3M | -39.9% | -48.4% | +8.4% | -34.6% |
| 6M | -63.2% | +0.4% | -63.6% | -63.6% |
| YTD | -27.1% | +5.8% | -32.9% | -29.2% |
| 1Y | +12.2% | +27.3% | -15.1% | +6.6% |
| All | +535.8% | +237.0% | +298.8% | +394.4% |
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