+657.4%
UMAC vs BUD
+31.9%
+625.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.4% |
| 7D | -3.4% | -2.6% | -0.8% | -3.6% |
| 30D | -15.1% | -1.2% | -13.9% | -15.2% |
| 3M | -10.8% | -4.9% | -5.9% | -11.0% |
| 6M | +15.7% | +9.3% | +6.4% | +12.9% |
| YTD | +80.1% | +24.0% | +56.2% | +73.1% |
| 1Y | +116.7% | +34.5% | +82.2% | +104.0% |
| All | +657.4% | +31.9% | +625.5% | +618.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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