-26.3%
MDB vs UMAC
+508.0%
-534.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.4% | +7.1% | +0.9% |
| 7D | -4.5% | +3.3% | -7.8% | -4.7% |
| 30D | -14.0% | -10.4% | -3.6% | -13.8% |
| 3M | +5.3% | +1.8% | +3.6% | +4.7% |
| 6M | +31.9% | +40.7% | -8.9% | +28.6% |
| YTD | -14.6% | +90.9% | -105.5% | -17.6% |
| 1Y | +8.2% | +151.8% | -143.5% | +3.4% |
| All | -26.3% | +508.0% | -534.3% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling