-1.6%
MDLN vs UMAC
+38.5%
-40.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -10.9% | +29.2% | +18.4% |
| 7D | +24.7% | -26.0% | +50.7% | +25.1% |
| 30D | +12.7% | -40.3% | +53.0% | +13.7% |
| 3M | -4.0% | -51.1% | +47.1% | -2.9% |
| 6M | -8.7% | -5.6% | -3.0% | -11.0% |
| YTD | -3.9% | +2.3% | -6.2% | -8.9% |
| All | -1.6% | +38.5% | -40.1% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling