+135.3%
PM vs UMAC
+488.3%
-353.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.2% |
| 7D | +1.9% | -4.0% | +5.9% | +1.9% |
| 30D | +1.9% | -9.4% | +11.3% | +1.9% |
| 3M | +4.6% | +3.0% | +1.6% | +4.8% |
| 6M | +11.7% | +27.2% | -15.5% | +11.8% |
| YTD | +20.4% | +84.7% | -64.3% | +20.5% |
| 1Y | +19.0% | +136.5% | -117.5% | +18.9% |
| All | +135.3% | +488.3% | -353.0% | +128.9% |
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