+29.7%
Q vs UMAC
+67.6%
-37.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.3% | -7.0% | +1.3% |
| 7D | +6.7% | +14.7% | -8.0% | +5.1% |
| 30D | -10.6% | -0.5% | -10.1% | -11.2% |
| 3M | -14.6% | +0.5% | -15.1% | -16.4% |
| 6M | +12.1% | +57.9% | -45.9% | +1.6% |
| YTD | +51.3% | +103.9% | -52.7% | +28.4% |
| All | +29.7% | +67.6% | -37.9% | +7.8% |
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