+6.1%
VMC vs UMAC
+488.3%
-482.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.3% |
| 7D | -3.7% | -4.0% | +0.3% | -3.6% |
| 30D | -12.8% | -9.4% | -3.4% | -12.7% |
| 3M | -7.9% | +3.0% | -10.9% | -8.2% |
| 6M | -7.5% | +27.2% | -34.7% | -8.8% |
| YTD | -11.6% | +84.7% | -96.3% | -13.7% |
| 1Y | -14.3% | +136.5% | -150.7% | -16.9% |
| All | +6.1% | +488.3% | -482.2% | -0.9% |
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