+32.5%
MCO vs UMAC
+473.8%
-441.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.7% |
| 7D | -3.8% | -3.4% | -0.4% | -3.7% |
| 30D | -0.4% | -15.1% | +14.7% | -0.2% |
| 3M | +7.7% | -10.8% | +18.5% | +7.6% |
| 6M | +7.0% | +15.7% | -8.7% | +5.4% |
| YTD | -6.4% | +80.1% | -86.5% | -9.1% |
| 1Y | -7.6% | +116.7% | -124.4% | -11.2% |
| All | +32.5% | +473.8% | -441.2% | +18.4% |
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