-18.3%
MKC vs UMAC
+2.9%
-21.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -10.9% | +16.3% | +4.9% |
| 7D | +9.6% | -26.0% | +35.6% | +8.3% |
| 30D | +12.0% | -40.3% | +52.3% | +9.9% |
| 3M | -2.0% | -51.1% | +49.1% | -4.2% |
| 6M | +7.2% | -5.6% | +12.9% | +10.0% |
| YTD | -23.7% | +2.3% | -26.0% | -20.1% |
| 1Y | -18.3% | +7.9% | -26.2% | -14.0% |
| All | -18.3% | +2.9% | -21.2% | -14.0% |
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 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