+51.2%
XLU vs UMAC
+473.8%
-422.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -1.6% | -3.4% | +1.8% | -1.6% |
| 30D | -3.3% | -15.1% | +11.8% | -3.2% |
| 3M | -3.2% | -10.8% | +7.6% | -3.2% |
| 6M | -7.0% | +15.7% | -22.6% | -7.8% |
| YTD | +0.6% | +80.1% | -79.5% | -1.1% |
| 1Y | +2.4% | +116.7% | -114.3% | +0.2% |
| All | +51.2% | +473.8% | -422.5% | +42.3% |
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 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