-31.5%
XYL vs UMAC
+2.9%
-34.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -10.9% | +15.8% | +5.0% |
| 7D | +14.5% | -26.0% | +40.6% | +14.7% |
| 30D | -1.3% | -40.3% | +39.0% | -0.8% |
| 3M | -17.0% | -51.1% | +34.2% | -16.3% |
| 6M | -11.3% | -5.6% | -5.7% | -13.1% |
| YTD | -25.0% | +2.3% | -27.2% | -28.3% |
| 1Y | -31.5% | +7.9% | -39.4% | -35.0% |
| All | -31.5% | +2.9% | -34.5% | -35.0% |
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