+33.2%
Q vs UMAC
-18.4%
+51.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +6.6% | -2.9% | +9.5% | +6.8% |
| 30D | +2.7% | -35.6% | +38.3% | +7.6% |
| 3M | -8.4% | -51.3% | +42.9% | -2.1% |
| 6M | -17.3% | -17.5% | +0.2% | -18.1% |
| YTD | +55.3% | -0.7% | +56.0% | +41.8% |
| 1Y | +31.5% | +16.5% | +15.0% | +14.0% |
| All | +33.2% | -18.4% | +51.5% | +19.1% |
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