+67.6%
QQQ vs UMAC
+508.0%
-440.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.1% | -0.1% |
| 7D | +1.0% | +3.3% | -2.3% | +0.9% |
| 30D | -0.6% | -10.4% | +9.8% | -0.5% |
| 3M | +1.3% | +1.8% | -0.4% | +0.7% |
| 6M | +18.1% | +40.7% | -22.6% | +15.3% |
| YTD | +16.9% | +90.9% | -74.0% | +12.8% |
| 1Y | +24.0% | +151.8% | -127.8% | +18.3% |
| All | +67.6% | +508.0% | -440.4% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling