-47.2%
Z vs UMAC
+237.0%
-284.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.3% | -9.5% | +3.2% |
| 7D | -5.2% | -5.5% | +0.4% | -5.0% |
| 30D | +5.7% | -35.3% | +41.0% | +7.6% |
| 3M | -8.7% | -48.4% | +39.6% | -6.6% |
| 6M | -26.0% | +0.4% | -26.4% | -28.2% |
| YTD | -55.0% | +5.8% | -60.9% | -57.1% |
| 1Y | -58.0% | +27.3% | -85.3% | -60.5% |
| All | -47.2% | +237.0% | -284.2% | -61.0% |
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