-30.5%
MDB vs UMAC
+216.2%
-246.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | +3.0% | -2.9% | +5.9% | +3.0% |
| 30D | -11.3% | -35.6% | +24.3% | -9.6% |
| 3M | -23.0% | -51.3% | +28.3% | -20.8% |
| 6M | +14.8% | -17.5% | +32.3% | +15.1% |
| YTD | -19.4% | -0.7% | -18.7% | -20.1% |
| 1Y | -9.0% | +16.5% | -25.4% | -10.3% |
| All | -30.5% | +216.2% | -246.8% | -36.9% |
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