-6.4%
T vs UMAC
+2.9%
-9.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -10.9% | +12.9% | +1.6% |
| 7D | +5.5% | -26.0% | +31.5% | +4.4% |
| 30D | -8.9% | -40.3% | +31.4% | -10.4% |
| 3M | -5.6% | -51.1% | +45.6% | -7.4% |
| 6M | -14.3% | -5.6% | -8.6% | -12.8% |
| YTD | -7.9% | +2.3% | -10.2% | -5.6% |
| 1Y | -6.4% | +7.9% | -14.3% | -3.9% |
| All | -6.4% | +2.9% | -9.3% | -3.9% |
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 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