+240.3%
UMC vs UMAC
+129.0%
+111.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.8% | +2.5% |
| 7D | +9.0% | -3.4% | +12.4% | +9.2% |
| 30D | +17.2% | -15.1% | +32.3% | +17.7% |
| 3M | +11.4% | -10.8% | +22.2% | +10.1% |
| 6M | +137.5% | +15.7% | +121.8% | +129.4% |
| YTD | +193.1% | +80.1% | +113.0% | +178.2% |
| 1Y | +240.3% | +116.7% | +123.6% | +217.6% |
| All | +240.3% | +129.0% | +111.3% | +217.6% |
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