+51.3%
XLI vs UMAC
+473.8%
-422.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.1% |
| 7D | -1.7% | -3.4% | +1.8% | -1.6% |
| 30D | -7.3% | -15.1% | +7.8% | -7.0% |
| 3M | -1.3% | -10.8% | +9.4% | -1.5% |
| 6M | +2.2% | +15.7% | -13.4% | +0.7% |
| YTD | +11.7% | +80.1% | -68.4% | +8.6% |
| 1Y | +14.3% | +116.7% | -102.5% | +10.2% |
| All | +51.3% | +473.8% | -422.5% | +41.2% |
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 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