+9.3%
VMC vs UMAC
+549.5%
-540.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.3% | -11.0% | -1.8% |
| 7D | -0.5% | +14.7% | -15.2% | -0.8% |
| 30D | -9.1% | -0.5% | -8.6% | -9.2% |
| 3M | -4.1% | +0.5% | -4.7% | -4.4% |
| 6M | -5.5% | +57.9% | -63.5% | -7.2% |
| YTD | -8.9% | +103.9% | -112.8% | -11.2% |
| 1Y | -12.9% | +159.3% | -172.2% | -15.8% |
| All | +9.3% | +549.5% | -540.2% | +2.0% |
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 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