+46.9%
PM vs UMAC
+2.9%
+44.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.9% | +12.4% | +1.2% |
| 7D | +4.3% | -26.0% | +30.3% | +3.4% |
| 30D | +11.5% | -40.3% | +51.8% | +10.0% |
| 3M | +13.0% | -51.1% | +64.2% | +11.3% |
| 6M | +25.9% | -5.6% | +31.6% | +25.7% |
| YTD | +34.0% | +2.3% | +31.7% | +35.4% |
| 1Y | +46.9% | +7.9% | +39.0% | +49.0% |
| All | +46.9% | +2.9% | +44.0% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling