+115.6%
W vs UMAC
+182.0%
-66.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.7% |
| 7D | +0.2% | -5.2% | +5.4% | +0.5% |
| 30D | +6.8% | -36.4% | +43.2% | +10.0% |
| 3M | +10.7% | -58.6% | +69.3% | +16.8% |
| 6M | +86.3% | -24.6% | +111.0% | +86.1% |
| YTD | +11.5% | -11.5% | +22.9% | +8.4% |
| 1Y | +5.1% | +16.9% | -11.8% | -0.1% |
| All | +115.6% | +182.0% | -66.4% | +75.2% |
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