+87.7%
W vs UMAC
+488.3%
-400.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.6% | -2.4% |
| 7D | +0.5% | -4.0% | +4.5% | +0.7% |
| 30D | -5.6% | -9.4% | +3.8% | -5.4% |
| 3M | +41.9% | +3.0% | +38.9% | +40.3% |
| 6M | +30.2% | +27.2% | +3.0% | +24.5% |
| YTD | -2.9% | +84.7% | -87.6% | -10.1% |
| 1Y | +11.6% | +136.5% | -124.9% | +0.4% |
| All | +87.7% | +488.3% | -400.5% | +45.3% |
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