+676.6%
UMAC vs UDR
+12.7%
+663.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | -4.0% | -3.4% | -0.6% | -2.5% |
| 30D | -9.4% | -5.4% | -4.0% | -7.4% |
| 3M | +3.0% | -10.0% | +12.9% | +6.1% |
| 6M | +27.2% | -2.5% | +29.7% | +23.4% |
| YTD | +84.7% | -1.1% | +85.8% | +75.1% |
| 1Y | +136.5% | -3.9% | +140.4% | +129.7% |
| All | +676.6% | +12.7% | +663.9% | +594.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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