+30.4%
MCO vs UMAC
+488.3%
-457.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.5% |
| 7D | -7.3% | -4.0% | -3.3% | -7.3% |
| 30D | -1.7% | -9.4% | +7.7% | -1.7% |
| 3M | +3.9% | +3.0% | +0.9% | +3.5% |
| 6M | +3.8% | +27.2% | -23.4% | +2.1% |
| YTD | -7.9% | +84.7% | -92.6% | -10.6% |
| 1Y | -6.8% | +136.5% | -143.3% | -10.6% |
| All | +30.4% | +488.3% | -457.9% | +16.4% |
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 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