-9.8%
UMAC vs EXEL
+71.8%
-81.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -5.6% | -12.0% | -14.9% |
| 7D | -37.8% | +3.8% | -41.6% | -38.5% |
| 30D | -52.0% | +17.8% | -69.8% | -55.4% |
| 3M | -58.3% | +21.2% | -79.4% | -61.9% |
| 6M | -21.0% | +54.7% | -75.7% | -34.8% |
| YTD | -15.7% | +56.8% | -72.5% | -33.2% |
| 1Y | -9.8% | +70.2% | -80.0% | -34.2% |
| All | -9.8% | +71.8% | -81.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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