-16.2%
UMAC vs COO
+5.1%
-21.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -7.1% |
| 7D | +10.1% | -2.1% | +12.2% | +8.8% |
| 30D | -39.1% | +13.9% | -53.1% | -34.7% |
| 3M | -56.2% | -18.9% | -37.3% | -62.7% |
| 6M | -16.2% | +3.7% | -20.0% | +11.1% |
| All | -16.2% | +5.1% | -21.3% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling