-5.1%
MCD vs UMAC
+549.5%
-554.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | +0.1% |
| 7D | -2.0% | +14.7% | -16.7% | -2.0% |
| 30D | -6.1% | -0.5% | -5.6% | -6.1% |
| 3M | -7.3% | +0.5% | -7.8% | -7.2% |
| 6M | -20.9% | +57.9% | -78.9% | -20.8% |
| YTD | -14.7% | +103.9% | -118.6% | -14.5% |
| 1Y | -16.1% | +159.3% | -175.4% | -16.0% |
| All | -5.1% | +549.5% | -554.6% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling