+702.6%
UMAC vs BB
+183.9%
+518.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -5.6% |
| 7D | +3.3% | +1.8% | +1.4% | +2.5% |
| 30D | -10.4% | -12.2% | +1.8% | -3.9% |
| 3M | +1.8% | -12.3% | +14.1% | +8.0% |
| 6M | +40.7% | +122.7% | -82.0% | -4.0% |
| YTD | +90.9% | +104.5% | -13.6% | +35.2% |
| 1Y | +151.8% | +106.7% | +45.1% | +76.9% |
| All | +702.6% | +183.9% | +518.8% | +389.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling