+30.6%
UPS vs UMAC
+2.9%
+27.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -10.9% | +15.6% | +4.9% |
| 7D | +8.2% | -26.0% | +34.3% | +8.7% |
| 30D | +22.7% | -40.3% | +63.0% | +23.7% |
| 3M | +6.4% | -51.1% | +57.6% | +7.4% |
| 6M | +22.6% | -5.6% | +28.3% | +22.6% |
| YTD | +20.7% | +2.3% | +18.4% | +21.3% |
| 1Y | +30.6% | +7.9% | +22.8% | +32.4% |
| All | +30.6% | +2.9% | +27.7% | +32.4% |
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