+25.9%
U vs UMAC
+473.8%
-447.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +4.7% |
| 7D | +5.5% | -3.4% | +8.9% | +5.8% |
| 30D | -1.3% | -15.1% | +13.8% | -0.5% |
| 3M | +64.6% | -10.8% | +75.4% | +64.0% |
| 6M | +119.4% | +15.7% | +103.7% | +109.7% |
| YTD | -0.5% | +80.1% | -80.6% | -8.4% |
| 1Y | +1.3% | +116.7% | -115.4% | -8.6% |
| All | +25.9% | +473.8% | -447.8% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling