-2.6%
MLM vs UMAC
+195.7%
-198.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.2% |
| 7D | -2.0% | +10.1% | -12.1% | -2.2% |
| 30D | +9.5% | -39.1% | +48.7% | +10.3% |
| 3M | -4.7% | -56.2% | +51.5% | -3.6% |
| 6M | -10.7% | -16.2% | +5.5% | -11.2% |
| YTD | -16.6% | -7.1% | -9.4% | -17.6% |
| 1Y | -15.4% | +10.3% | -25.6% | -16.9% |
| All | -2.6% | +195.7% | -198.4% | -8.2% |
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