-24.5%
XYL vs UMAC
+164.0%
-188.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -2.0% |
| 7D | -5.0% | -0.9% | -4.1% | -5.0% |
| 30D | -13.2% | -7.7% | -5.6% | -13.2% |
| 3M | -3.7% | -26.4% | +22.7% | -2.9% |
| 6M | -17.7% | +61.9% | -79.5% | -20.9% |
| YTD | -21.5% | +86.5% | -108.0% | -26.0% |
| 1Y | -24.5% | +156.3% | -180.8% | -31.3% |
| All | -24.5% | +164.0% | -188.5% | -31.3% |
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 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