+56.9%
MNST vs UMAC
+494.0%
-437.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.6% |
| 7D | -6.5% | -0.9% | -5.6% | -6.5% |
| 30D | -7.2% | -7.7% | +0.4% | -7.2% |
| 3M | -1.0% | -26.4% | +25.4% | -0.9% |
| 6M | +11.5% | +61.9% | -50.4% | +10.9% |
| YTD | +14.3% | +86.5% | -72.2% | +13.5% |
| 1Y | +38.1% | +156.3% | -118.2% | +36.4% |
| All | +56.9% | +494.0% | -437.1% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling