+7.0%
VMC vs UMAC
+473.8%
-466.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +0.9% |
| 7D | -3.8% | -3.4% | -0.4% | -3.7% |
| 30D | -9.7% | -15.1% | +5.4% | -9.5% |
| 3M | -9.6% | -10.8% | +1.1% | -9.6% |
| 6M | -4.8% | +15.7% | -20.5% | -5.9% |
| YTD | -10.9% | +80.1% | -91.0% | -12.9% |
| 1Y | -15.6% | +116.7% | -132.3% | -18.1% |
| All | +7.0% | +473.8% | -466.8% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling