+129.0%
MRVL vs UMAC
+182.0%
-53.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.6% | 0.0% | -4.2% |
| 7D | +11.0% | -5.2% | +16.2% | +11.6% |
| 30D | -36.1% | -36.4% | +0.3% | -33.0% |
| 3M | -29.4% | -58.6% | +29.2% | -23.8% |
| 6M | -11.9% | -24.6% | +12.8% | -9.6% |
| YTD | +84.8% | -11.5% | +96.2% | +85.3% |
| 1Y | +79.4% | +16.9% | +62.5% | +76.5% |
| All | +129.0% | +182.0% | -53.0% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling