+44.3%
XLC vs UMAC
+488.3%
-444.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +0.7% |
| 7D | -1.7% | -4.0% | +2.3% | -1.6% |
| 30D | +0.2% | -9.4% | +9.6% | +0.3% |
| 3M | +0.7% | +3.0% | -2.3% | +0.4% |
| 6M | -4.5% | +27.2% | -31.6% | -5.8% |
| YTD | -4.7% | +84.7% | -89.4% | -6.9% |
| 1Y | -1.5% | +136.5% | -138.0% | -4.5% |
| All | +44.3% | +488.3% | -444.0% | +34.1% |
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