+29.7%
Q vs UMAC
+51.8%
-22.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.4% |
| 7D | +4.1% | -4.0% | +8.1% | +4.5% |
| 30D | -10.7% | -9.4% | -1.3% | -10.4% |
| 3M | -11.7% | +3.0% | -14.7% | -13.6% |
| 6M | +8.3% | +27.2% | -18.9% | +0.8% |
| YTD | +51.3% | +84.7% | -33.4% | +29.7% |
| All | +29.7% | +51.8% | -22.1% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling