+3.8%
ULTA vs UMAC
+473.8%
-469.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.5% | +2.2% |
| 7D | -3.1% | -3.4% | +0.3% | -3.0% |
| 30D | +2.8% | -15.1% | +17.9% | +3.2% |
| 3M | +14.8% | -10.8% | +25.5% | +14.5% |
| 6M | -16.2% | +15.7% | -31.9% | -18.2% |
| YTD | -9.6% | +80.1% | -89.8% | -13.6% |
| 1Y | +4.8% | +116.7% | -111.9% | -1.4% |
| All | +3.8% | +473.8% | -469.9% | -13.1% |
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