+684.2%
UMAC vs EXPD
+54.5%
+629.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | -0.9% | -1.1% | +0.2% | -0.7% |
| 30D | -7.7% | +4.1% | -11.7% | -8.6% |
| 3M | -26.4% | +17.9% | -44.3% | -29.2% |
| 6M | +61.9% | +29.2% | +32.6% | +50.4% |
| YTD | +86.5% | +27.4% | +59.1% | +72.1% |
| 1Y | +156.3% | +56.8% | +99.5% | +113.9% |
| All | +684.2% | +54.5% | +629.6% | +575.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling