+676.6%
UMAC vs BB
+176.2%
+500.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.8% |
| 7D | -4.0% | -2.1% | -1.9% | -2.8% |
| 30D | -9.4% | -16.0% | +6.6% | -0.5% |
| 3M | +3.0% | -14.5% | +17.5% | +10.7% |
| 6M | +27.2% | +118.6% | -91.4% | -12.3% |
| YTD | +84.7% | +98.9% | -14.3% | +32.7% |
| 1Y | +136.5% | +99.5% | +37.0% | +69.2% |
| All | +676.6% | +176.2% | +500.4% | +380.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling