+702.6%
UMAC vs COO
-31.0%
+733.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.2% | -0.2% | -5.2% |
| 7D | +3.3% | -9.0% | +12.2% | +5.0% |
| 30D | -10.4% | -16.8% | +6.4% | -7.4% |
| 3M | +1.8% | -7.5% | +9.2% | +2.7% |
| 6M | +40.7% | -16.3% | +57.0% | +47.0% |
| YTD | +90.9% | -22.5% | +113.4% | +104.0% |
| 1Y | +151.8% | -7.0% | +158.7% | +148.8% |
| All | +702.6% | -31.0% | +733.6% | +843.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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