+115.0%
UMC vs UMAC
+2.9%
+112.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.9% | +8.8% | -1.2% |
| 7D | -14.7% | -26.0% | +11.4% | -12.6% |
| 30D | -32.9% | -40.3% | +7.5% | -30.2% |
| 3M | -22.2% | -51.1% | +29.0% | -18.6% |
| 6M | +25.9% | -5.6% | +31.6% | +26.5% |
| YTD | +107.9% | +2.3% | +105.6% | +105.3% |
| 1Y | +115.0% | +7.9% | +107.2% | +112.4% |
| All | +115.0% | +2.9% | +112.1% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling