+243.4%
MP vs UMAC
+494.0%
-250.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.7% |
| 7D | -2.9% | -0.9% | -1.9% | -2.8% |
| 30D | +13.8% | -7.7% | +21.5% | +14.4% |
| 3M | -16.7% | -26.4% | +9.7% | -14.9% |
| 6M | -11.5% | +61.9% | -73.3% | -18.6% |
| YTD | +7.9% | +86.5% | -78.6% | -2.0% |
| 1Y | -15.0% | +156.3% | -171.3% | -25.2% |
| All | +243.4% | +494.0% | -250.6% | +170.2% |
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 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