+676.6%
UMAC vs EXEL
+183.3%
+493.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.6% |
| 7D | -4.0% | -2.9% | -1.1% | -2.9% |
| 30D | -9.4% | +11.9% | -21.3% | -14.2% |
| 3M | +3.0% | +9.2% | -6.2% | -1.2% |
| 6M | +27.2% | +39.1% | -11.9% | +9.7% |
| YTD | +84.7% | +31.0% | +53.7% | +62.0% |
| 1Y | +136.5% | +52.3% | +84.1% | +94.1% |
| All | +676.6% | +183.3% | +493.2% | +364.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling