+248.7%
MP vs UMAC
+549.5%
-300.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.3% | -7.8% | +0.5% |
| 7D | +3.0% | +14.7% | -11.7% | +1.3% |
| 30D | +8.3% | -0.5% | +8.8% | +7.9% |
| 3M | -3.8% | +0.5% | -4.3% | -5.0% |
| 6M | -4.9% | +57.9% | -62.8% | -12.5% |
| YTD | +9.6% | +103.9% | -94.3% | -1.6% |
| 1Y | -11.7% | +159.3% | -171.0% | -22.7% |
| All | +248.7% | +549.5% | -300.8% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling