+156.3%
UMAC vs BR
-29.1%
+185.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -3.9% |
| 7D | -0.9% | -5.3% | +4.4% | -2.3% |
| 30D | -7.7% | +6.4% | -14.1% | -6.0% |
| 3M | -26.4% | +13.6% | -40.1% | -22.4% |
| 6M | +61.9% | -6.7% | +68.6% | +57.3% |
| YTD | +86.5% | -21.1% | +107.6% | +85.0% |
| 1Y | +156.3% | -29.6% | +185.9% | +218.7% |
| All | +156.3% | -29.1% | +185.4% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling