+24.8%
USFD vs UMAC
+141.5%
-116.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.4% | +0.9% | -5.5% |
| 7D | -7.0% | +3.3% | -10.3% | -6.9% |
| 30D | -10.3% | -10.4% | +0.1% | -10.3% |
| 3M | +9.2% | +1.8% | +7.4% | +9.6% |
| 6M | +7.4% | +40.7% | -33.3% | +6.3% |
| YTD | +29.4% | +90.9% | -61.5% | +26.3% |
| 1Y | +24.8% | +151.8% | -126.9% | +20.2% |
| All | +24.8% | +141.5% | -116.7% | +20.2% |
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