-2.5%
MLM vs UMAC
+197.5%
-200.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -2.0% |
| 7D | -4.1% | -23.4% | +19.3% | -3.7% |
| 30D | +8.2% | -45.6% | +53.8% | +9.2% |
| 3M | -3.6% | -50.9% | +47.3% | -2.6% |
| 6M | -15.6% | -16.5% | +1.0% | -16.0% |
| YTD | -16.4% | -6.6% | -9.8% | -17.5% |
| 1Y | -14.3% | +10.7% | -25.0% | -15.9% |
| All | -2.5% | +197.5% | -200.0% | -8.0% |
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