+676.6%
UMAC vs UUUU
+103.4%
+573.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.1% | +0.1% |
| 7D | -4.0% | -5.0% | +1.0% | -1.4% |
| 30D | -9.4% | -7.8% | -1.6% | -5.4% |
| 3M | +3.0% | -0.4% | +3.4% | +4.7% |
| 6M | +27.2% | -32.9% | +60.1% | +58.2% |
| YTD | +84.7% | -6.3% | +91.0% | +105.0% |
| 1Y | +136.5% | +7.9% | +128.6% | +143.5% |
| All | +676.6% | +103.4% | +573.1% | +443.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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