+702.6%
UMAC vs BUD
+31.5%
+671.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -6.5% |
| 7D | +3.3% | -1.3% | +4.6% | +3.2% |
| 30D | -10.4% | -6.1% | -4.2% | -10.8% |
| 3M | +1.8% | -3.8% | +5.5% | +1.5% |
| 6M | +40.7% | +8.2% | +32.6% | +37.3% |
| YTD | +90.9% | +23.6% | +67.3% | +83.3% |
| 1Y | +151.8% | +33.4% | +118.3% | +137.3% |
| All | +702.6% | +31.5% | +671.1% | +661.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling