+657.4%
UMAC vs BB
+181.0%
+476.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.4% |
| 7D | -3.4% | -0.4% | -3.0% | -3.1% |
| 30D | -15.1% | -12.5% | -2.6% | -8.6% |
| 3M | -10.8% | -17.4% | +6.7% | -2.6% |
| 6M | +15.7% | +119.1% | -103.5% | -20.5% |
| YTD | +80.1% | +102.4% | -22.2% | +28.2% |
| 1Y | +116.7% | +98.2% | +18.5% | +55.2% |
| All | +657.4% | +181.0% | +476.5% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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