+585.6%
RVMD vs UMAC
+473.8%
+111.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | -3.0% | -3.4% | +0.4% | -2.9% |
| 30D | -0.7% | -15.1% | +14.4% | -0.4% |
| 3M | +36.5% | -10.8% | +47.3% | +36.2% |
| 6M | +104.6% | +15.7% | +88.9% | +99.8% |
| YTD | +155.8% | +80.1% | +75.7% | +144.8% |
| 1Y | +340.7% | +116.7% | +224.0% | +315.7% |
| All | +585.6% | +473.8% | +111.9% | +482.9% |
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