-18.7%
UPS vs UMAC
+488.3%
-506.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | -3.4% | -4.0% | +0.6% | -3.4% |
| 30D | -2.7% | -9.4% | +6.7% | -2.7% |
| 3M | -1.6% | +3.0% | -4.6% | -2.0% |
| 6M | +2.3% | +27.2% | -24.9% | +1.1% |
| YTD | +5.6% | +84.7% | -79.1% | +3.6% |
| 1Y | +27.1% | +136.5% | -109.4% | +23.8% |
| All | -18.7% | +488.3% | -506.9% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling