-50.4%
Z vs UMAC
+195.7%
-246.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -2.0% |
| 7D | -4.9% | +10.1% | -15.1% | -5.4% |
| 30D | +3.0% | -39.1% | +42.1% | +5.1% |
| 3M | -13.4% | -56.2% | +42.8% | -10.6% |
| 6M | -27.3% | -16.2% | -11.1% | -28.8% |
| YTD | -57.8% | -7.1% | -50.6% | -59.5% |
| 1Y | -60.0% | +10.3% | -70.3% | -62.1% |
| All | -50.4% | +195.7% | -246.1% | -63.2% |
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