+676.6%
UMAC vs UEC
+44.6%
+631.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.0% | +1.8% | -0.6% |
| 7D | -4.0% | -4.3% | +0.3% | -1.6% |
| 30D | -9.4% | -3.8% | -5.6% | -7.7% |
| 3M | +3.0% | +17.0% | -14.0% | -3.8% |
| 6M | +27.2% | -23.9% | +51.1% | +49.0% |
| YTD | +84.7% | -5.7% | +90.3% | +106.5% |
| 1Y | +136.5% | -12.5% | +149.0% | +169.4% |
| All | +676.6% | +44.6% | +631.9% | +568.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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