-16.2%
UMAC vs BUD
+5.0%
-21.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.9% |
| 7D | +10.1% | -1.6% | +11.7% | +7.7% |
| 30D | -39.1% | +6.7% | -45.8% | -32.1% |
| 3M | -56.2% | +5.9% | -62.1% | -52.3% |
| 6M | -16.2% | +5.1% | -21.3% | +1.8% |
| All | -16.2% | +5.0% | -21.2% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling