-30.2%
MDB vs UMAC
+195.7%
-225.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.8% |
| 7D | +11.6% | +10.1% | +1.4% | +11.0% |
| 30D | -8.9% | -39.1% | +30.2% | -6.9% |
| 3M | -22.4% | -56.2% | +33.8% | -19.8% |
| 6M | +10.1% | -16.2% | +26.3% | +10.5% |
| YTD | -19.0% | -7.1% | -11.9% | -19.5% |
| 1Y | -7.0% | +10.3% | -17.3% | -8.1% |
| All | -30.2% | +195.7% | -225.9% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling