+18.8%
XYZ vs UMAC
+549.5%
-530.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +9.3% | -12.6% | -3.6% |
| 7D | +2.9% | +14.7% | -11.9% | +2.2% |
| 30D | +1.4% | -0.5% | +1.9% | +1.2% |
| 3M | +14.6% | +0.5% | +14.1% | +13.8% |
| 6M | +20.8% | +57.9% | -37.2% | +16.6% |
| YTD | +23.1% | +103.9% | -80.9% | +17.2% |
| 1Y | +5.6% | +159.3% | -153.6% | -0.6% |
| All | +18.8% | +549.5% | -530.7% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling