+702.6%
UMAC vs EXEL
+187.8%
+514.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.9% |
| 7D | +3.3% | -0.3% | +3.6% | +3.3% |
| 30D | -10.4% | +10.1% | -20.5% | -14.5% |
| 3M | +1.8% | +10.1% | -8.3% | -2.7% |
| 6M | +40.7% | +37.7% | +3.1% | +21.7% |
| YTD | +90.9% | +33.1% | +57.8% | +66.3% |
| 1Y | +151.8% | +52.4% | +99.4% | +106.6% |
| All | +702.6% | +187.8% | +514.9% | +376.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling