+116.7%
UMAC vs COO
-20.3%
+137.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -3.4% | -22.5% | +19.1% | -8.4% |
| 30D | -15.1% | -29.7% | +14.6% | -22.0% |
| 3M | -10.8% | -20.1% | +9.4% | -13.9% |
| 6M | +15.7% | -26.9% | +42.6% | +14.6% |
| YTD | +80.1% | -34.2% | +114.4% | +79.3% |
| 1Y | +116.7% | -21.3% | +138.0% | +100.8% |
| All | +116.7% | -20.3% | +137.0% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling