+84.8%
RF vs UMAC
+549.5%
-464.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.3% | -10.5% | -1.3% |
| 7D | +2.7% | +14.7% | -12.0% | +2.4% |
| 30D | -3.4% | -0.5% | -2.9% | -3.4% |
| 3M | +6.4% | +0.5% | +5.9% | +6.1% |
| 6M | +13.4% | +57.9% | -44.5% | +11.6% |
| YTD | +14.2% | +103.9% | -89.7% | +11.6% |
| 1Y | +15.7% | +159.3% | -143.6% | +12.2% |
| All | +84.8% | +549.5% | -464.7% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling