+272.3%
UMAC vs EXPD
+59.4%
+212.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -5.2% | +5.5% | -10.7% | -6.5% |
| 30D | -36.4% | -0.8% | -35.6% | -36.0% |
| 3M | -58.6% | +4.1% | -62.7% | -58.8% |
| 6M | -24.6% | +25.7% | -50.3% | -28.7% |
| YTD | -11.5% | +31.4% | -42.9% | -18.5% |
| 1Y | +16.9% | +42.2% | -25.3% | +3.7% |
| All | +272.3% | +59.4% | +212.8% | +219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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