+46.0%
XME vs UMAC
+164.0%
-118.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.7% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | +6.0% | -7.7% | +13.6% | +6.2% |
| 3M | -7.7% | -26.4% | +18.7% | -6.1% |
| 6M | +1.0% | +61.9% | -60.9% | -12.4% |
| YTD | +14.6% | +86.5% | -71.9% | -4.4% |
| 1Y | +46.0% | +156.3% | -110.4% | +17.5% |
| All | +46.0% | +164.0% | -118.0% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling