+130.2%
PM vs UMAC
+508.0%
-377.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.5% |
| 7D | -1.2% | +3.3% | -4.5% | -1.2% |
| 30D | -0.2% | -10.4% | +10.2% | -0.2% |
| 3M | +4.9% | +1.8% | +3.2% | +5.1% |
| 6M | +9.0% | +40.7% | -31.7% | +9.2% |
| YTD | +17.8% | +90.9% | -73.1% | +17.9% |
| 1Y | +16.8% | +151.8% | -134.9% | +16.8% |
| All | +130.2% | +508.0% | -377.8% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling