+4.4%
MCD vs UMAC
+237.0%
-232.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +13.3% | -11.5% | +1.8% |
| 7D | +5.9% | -5.5% | +11.5% | +5.9% |
| 30D | +19.6% | -35.3% | +54.9% | +19.5% |
| 3M | +3.3% | -48.4% | +51.6% | +3.2% |
| 6M | +3.5% | +0.4% | +3.0% | +3.5% |
| YTD | -6.1% | +5.8% | -11.9% | -6.1% |
| 1Y | -3.7% | +27.3% | -31.0% | -3.7% |
| All | +4.4% | +237.0% | -232.6% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling