+226.1%
UMC vs UMAC
+473.8%
-247.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.8% | +2.4% |
| 7D | +9.0% | -3.4% | +12.4% | +9.1% |
| 30D | +17.2% | -15.1% | +32.3% | +17.4% |
| 3M | +11.4% | -10.8% | +22.2% | +11.1% |
| 6M | +137.5% | +15.7% | +121.8% | +135.7% |
| YTD | +193.1% | +80.1% | +113.0% | +190.4% |
| 1Y | +240.3% | +116.7% | +123.6% | +236.7% |
| All | +226.1% | +473.8% | -247.6% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling