+148.1%
MPC vs UMAC
+508.0%
-359.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.5% |
| 7D | +3.2% | +3.3% | -0.1% | +3.2% |
| 30D | +25.0% | -10.4% | +35.4% | +25.1% |
| 3M | +55.2% | +1.8% | +53.4% | +54.7% |
| 6M | +86.4% | +40.7% | +45.7% | +84.1% |
| YTD | +148.5% | +90.9% | +57.6% | +144.0% |
| 1Y | +121.7% | +151.8% | -30.1% | +116.8% |
| All | +148.1% | +508.0% | -359.9% | +132.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling