-25.5%
MDB vs UMAC
+473.8%
-499.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.7% | -3.0% |
| 7D | -1.8% | -3.4% | +1.6% | -1.7% |
| 30D | -17.3% | -15.1% | -2.2% | -16.9% |
| 3M | +2.2% | -10.8% | +13.0% | +2.1% |
| 6M | +33.9% | +15.7% | +18.2% | +31.3% |
| YTD | -13.7% | +80.1% | -93.8% | -16.6% |
| 1Y | +9.1% | +116.7% | -107.6% | +4.6% |
| All | -25.5% | +473.8% | -499.3% | -34.1% |
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 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