-3.6%
MLM vs UMAC
+549.5%
-553.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.3% | -9.9% | -0.7% |
| 7D | +1.4% | +14.7% | -13.3% | +1.1% |
| 30D | -6.5% | -0.5% | -6.0% | -6.6% |
| 3M | -7.4% | +0.5% | -7.9% | -7.7% |
| 6M | -15.8% | +57.9% | -73.7% | -17.3% |
| YTD | -17.4% | +103.9% | -121.3% | -19.5% |
| 1Y | -17.9% | +159.3% | -177.2% | -20.6% |
| All | -3.6% | +549.5% | -553.1% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling