-9.3%
XYL vs UMAC
+549.5%
-558.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.3% | -6.4% | +2.8% |
| 7D | +1.8% | +14.7% | -12.9% | +1.5% |
| 30D | -9.2% | -0.5% | -8.7% | -9.3% |
| 3M | -0.3% | +0.5% | -0.8% | -0.6% |
| 6M | -11.0% | +57.9% | -68.9% | -12.8% |
| YTD | -19.2% | +103.9% | -123.1% | -21.6% |
| 1Y | -21.2% | +159.3% | -180.5% | -24.2% |
| All | -9.3% | +549.5% | -558.8% | -15.9% |
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