+45.3%
MGY vs UMAC
+473.8%
-428.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.2% |
| 7D | +3.5% | -3.4% | +7.0% | +3.6% |
| 30D | +5.3% | -15.1% | +20.4% | +5.4% |
| 3M | +2.6% | -10.8% | +13.4% | +2.6% |
| 6M | -3.3% | +15.7% | -19.0% | -4.6% |
| YTD | +29.2% | +80.1% | -50.9% | +25.6% |
| 1Y | +18.0% | +116.7% | -98.7% | +13.8% |
| All | +45.3% | +473.8% | -428.4% | +37.5% |
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