+31.8%
MCK vs UMAC
+164.0%
-132.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.5% |
| 7D | +1.7% | -0.9% | +2.7% | +1.7% |
| 30D | +3.6% | -7.7% | +11.3% | +3.6% |
| 3M | +20.1% | -26.4% | +46.5% | +20.4% |
| 6M | -7.0% | +61.9% | -68.9% | -4.0% |
| YTD | +11.0% | +86.5% | -75.5% | +16.1% |
| 1Y | +31.8% | +156.3% | -124.5% | +39.6% |
| All | +31.8% | +164.0% | -132.2% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling