+147.1%
MPC vs UMAC
+549.5%
-402.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.3% | -7.1% | +2.2% |
| 7D | +3.9% | +14.7% | -10.8% | +3.7% |
| 30D | +33.8% | -0.5% | +34.3% | +33.6% |
| 3M | +49.9% | +0.5% | +49.3% | +49.5% |
| 6M | +80.9% | +57.9% | +23.0% | +78.5% |
| YTD | +147.4% | +103.9% | +43.5% | +142.8% |
| 1Y | +123.2% | +159.3% | -36.1% | +118.1% |
| All | +147.1% | +549.5% | -402.4% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling