-20.7%
MDLN vs UMAC
+143.9%
-164.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.5% |
| 7D | -11.1% | -3.4% | -7.7% | -11.0% |
| 30D | -8.4% | -15.1% | +6.7% | -8.1% |
| 3M | -12.4% | -10.8% | -1.6% | -12.0% |
| 6M | -23.3% | +15.7% | -38.9% | -25.2% |
| YTD | -22.5% | +80.1% | -102.7% | -27.2% |
| All | -20.7% | +143.9% | -164.5% | -28.0% |
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 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