-23.3%
MKC vs UMAC
+164.0%
-187.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -1.1% |
| 7D | -5.9% | -0.9% | -5.0% | -5.9% |
| 30D | -0.9% | -7.7% | +6.8% | -0.9% |
| 3M | +12.7% | -26.4% | +39.2% | +12.8% |
| 6M | -19.3% | +61.9% | -81.2% | -15.1% |
| YTD | -22.2% | +86.5% | -108.7% | -17.1% |
| 1Y | -23.3% | +156.3% | -179.6% | -16.5% |
| All | -23.3% | +164.0% | -187.3% | -16.5% |
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 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