+20.7%
UL vs UMAC
+473.8%
-453.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -3.4% | -3.4% | 0.0% | -3.4% |
| 30D | +0.5% | -15.1% | +15.6% | +0.4% |
| 3M | +7.2% | -10.8% | +18.0% | +7.4% |
| 6M | -3.1% | +15.7% | -18.7% | -2.4% |
| YTD | -2.7% | +80.1% | -82.9% | -1.9% |
| 1Y | -10.2% | +116.7% | -127.0% | -9.5% |
| All | +20.7% | +473.8% | -453.0% | +21.0% |
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 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