+119.6%
USFD vs UMAC
+549.5%
-429.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.3% | -10.3% | -1.0% |
| 7D | -3.3% | +14.7% | -18.0% | -3.4% |
| 30D | -5.3% | -0.5% | -4.8% | -5.4% |
| 3M | +18.8% | +0.5% | +18.3% | +18.7% |
| 6M | +14.3% | +57.9% | -43.7% | +12.8% |
| YTD | +36.9% | +103.9% | -67.1% | +34.4% |
| 1Y | +31.7% | +159.3% | -127.6% | +28.5% |
| All | +119.6% | +549.5% | -429.9% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling