-9.1%
T vs UMAC
+164.0%
-173.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -2.0% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +11.4% | -7.7% | +19.0% | +11.3% |
| 3M | +14.3% | -26.4% | +40.7% | +14.7% |
| 6M | -9.3% | +61.9% | -71.1% | -6.8% |
| YTD | +7.1% | +86.5% | -79.4% | +10.2% |
| 1Y | -9.1% | +156.3% | -165.4% | -6.5% |
| All | -9.1% | +164.0% | -173.1% | -6.5% |
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