+75.2%
RF vs UMAC
+195.7%
-120.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.3% |
| 7D | +0.4% | +10.1% | -9.8% | +0.2% |
| 30D | +5.6% | -39.1% | +44.7% | +6.3% |
| 3M | -8.9% | -56.2% | +47.4% | -7.8% |
| 6M | +7.1% | -16.2% | +23.3% | +6.7% |
| YTD | +8.3% | -7.1% | +15.5% | +7.1% |
| 1Y | +16.8% | +10.3% | +6.6% | +14.9% |
| All | +75.2% | +195.7% | -120.5% | +68.6% |
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