+1.3%
U vs UMAC
+129.0%
-127.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +4.8% |
| 7D | +5.5% | -3.4% | +8.9% | +5.9% |
| 30D | -1.3% | -15.1% | +13.8% | 0.0% |
| 3M | +64.6% | -10.8% | +75.4% | +63.2% |
| 6M | +119.4% | +15.7% | +103.7% | +101.1% |
| YTD | -0.5% | +80.1% | -80.6% | -18.7% |
| 1Y | +1.3% | +116.7% | -115.4% | -17.0% |
| All | +1.3% | +129.0% | -127.8% | -17.0% |
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 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