+26.7%
Q vs UMAC
+53.3%
-26.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +2.0% |
| 7D | +0.2% | -0.9% | +1.2% | +0.3% |
| 30D | -11.1% | -7.7% | -3.5% | -11.0% |
| 3M | -22.1% | -26.4% | +4.3% | -21.5% |
| 6M | +0.5% | +61.9% | -61.4% | -9.6% |
| YTD | +47.8% | +86.5% | -38.7% | +26.7% |
| All | +26.7% | +53.3% | -26.6% | +6.4% |
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 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