+50.0%
T vs UMAC
+182.0%
-132.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | 0.0% |
| 7D | +2.5% | -5.2% | +7.8% | +2.5% |
| 30D | -3.8% | -36.4% | +32.6% | -4.1% |
| 3M | -8.7% | -58.6% | +49.8% | -9.3% |
| 6M | -8.1% | -24.6% | +16.5% | -8.1% |
| YTD | -6.4% | -11.5% | +5.0% | -6.4% |
| 1Y | -9.8% | +16.9% | -26.6% | -9.7% |
| All | +50.0% | +182.0% | -132.0% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling