-44.3%
Z vs UMAC
+549.5%
-593.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.3% | -15.8% | -6.9% |
| 7D | -3.3% | +14.7% | -18.0% | -3.9% |
| 30D | -3.7% | -0.5% | -3.2% | -4.1% |
| 3M | -7.0% | +0.5% | -7.5% | -7.9% |
| 6M | -29.5% | +57.9% | -87.4% | -33.2% |
| YTD | -52.6% | +103.9% | -156.5% | -56.0% |
| 1Y | -64.0% | +159.3% | -223.3% | -67.4% |
| All | -44.3% | +549.5% | -593.8% | -60.0% |
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 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