+43.2%
Q vs UMAC
+14.1%
+29.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.3% |
| 7D | +11.5% | +10.1% | +1.3% | +10.2% |
| 30D | -0.2% | -39.1% | +39.0% | +5.2% |
| 3M | -13.6% | -56.2% | +42.6% | -6.6% |
| 6M | -27.0% | -16.2% | -10.8% | -27.3% |
| YTD | +50.5% | -7.1% | +57.7% | +38.4% |
| All | +43.2% | +14.1% | +29.1% | +22.2% |
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