+657.4%
UMAC vs BR
-9.4%
+666.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -3.4% | -3.0% | -0.4% | -2.5% |
| 30D | -15.1% | -0.3% | -14.8% | -15.3% |
| 3M | -10.8% | +17.3% | -28.1% | -17.3% |
| 6M | +15.7% | -6.7% | +22.4% | +20.9% |
| YTD | +80.1% | -23.4% | +103.6% | +119.1% |
| 1Y | +116.7% | -32.7% | +149.4% | +201.3% |
| All | +657.4% | -9.4% | +666.8% | +650.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling