-10.9%
XYL vs UMAC
+473.8%
-484.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.4% |
| 7D | +1.2% | -3.4% | +4.6% | +1.3% |
| 30D | -11.9% | -15.1% | +3.2% | -11.8% |
| 3M | -1.5% | -10.8% | +9.2% | -1.6% |
| 6M | -11.9% | +15.7% | -27.6% | -13.1% |
| YTD | -20.6% | +80.1% | -100.7% | -22.7% |
| 1Y | -23.5% | +116.7% | -140.2% | -26.1% |
| All | -10.9% | +473.8% | -484.6% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling