-24.2%
MDB vs UMAC
+494.0%
-518.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -4.0% |
| 7D | -17.4% | -0.9% | -16.5% | -17.4% |
| 30D | -2.0% | -7.7% | +5.6% | -1.9% |
| 3M | -3.0% | -26.4% | +23.4% | -2.4% |
| 6M | +48.7% | +61.9% | -13.2% | +44.5% |
| YTD | -12.1% | +86.5% | -98.6% | -15.1% |
| 1Y | +14.5% | +156.3% | -141.8% | +9.4% |
| All | -24.2% | +494.0% | -518.2% | -33.0% |
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 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