+317.5%
UMAC vs EXEL
+248.8%
+68.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.9% | -2.8% | -0.1% | -1.1% |
| 30D | -35.6% | +18.2% | -53.8% | -40.0% |
| 3M | -51.3% | +37.7% | -89.0% | -57.7% |
| 6M | -17.5% | +42.2% | -59.8% | -29.3% |
| YTD | -0.7% | +61.3% | -62.0% | -20.2% |
| 1Y | +16.5% | +64.5% | -48.0% | -6.7% |
| All | +317.5% | +248.8% | +68.7% | +128.8% |
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