+21.9%
U vs UMAC
+508.0%
-486.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | 0.0% |
| 7D | +4.4% | +3.3% | +1.1% | +4.1% |
| 30D | -1.3% | -10.4% | +9.1% | -0.9% |
| 3M | +49.6% | +1.8% | +47.8% | +47.5% |
| 6M | +100.2% | +40.7% | +59.4% | +88.5% |
| YTD | -3.7% | +90.9% | -94.6% | -11.8% |
| 1Y | -6.5% | +151.8% | -158.3% | -16.4% |
| All | +21.9% | +508.0% | -486.1% | -5.8% |
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