+4.4%
TECH vs UMAC
+508.0%
-503.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | +0.2% |
| 7D | -0.1% | +3.3% | -3.3% | -0.2% |
| 30D | +0.3% | -10.4% | +10.7% | +0.4% |
| 3M | +32.9% | +1.8% | +31.2% | +31.9% |
| 6M | +32.1% | +40.7% | -8.7% | +27.8% |
| YTD | +23.4% | +90.9% | -67.5% | +17.2% |
| 1Y | +34.1% | +151.8% | -117.7% | +24.8% |
| All | +4.4% | +508.0% | -503.6% | -14.7% |
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