-19.7%
RMD vs UMAC
+129.0%
-148.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.6% |
| 7D | -4.4% | -3.4% | -1.0% | -4.5% |
| 30D | -3.1% | -15.1% | +12.0% | -3.3% |
| 3M | +13.8% | -10.8% | +24.5% | +14.3% |
| 6M | -8.6% | +15.7% | -24.3% | -8.1% |
| YTD | -8.6% | +80.1% | -88.8% | -9.0% |
| 1Y | -19.7% | +116.7% | -136.4% | -21.3% |
| All | -19.7% | +129.0% | -148.7% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling