+127.2%
USFD vs UMAC
+197.5%
-70.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -11.0% | -0.2% |
| 7D | +3.0% | -23.4% | +26.3% | +3.1% |
| 30D | +11.1% | -45.6% | +56.7% | +11.4% |
| 3M | -0.3% | -50.9% | +50.6% | 0.0% |
| 6M | +15.9% | -16.5% | +32.4% | +14.8% |
| YTD | +41.6% | -6.6% | +48.2% | +39.6% |
| 1Y | +49.4% | +10.7% | +38.7% | +46.7% |
| All | +127.2% | +197.5% | -70.3% | +118.6% |
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