+229.2%
MRVL vs UMAC
+549.5%
-320.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.5% | 0.0% |
| 7D | +7.1% | +14.7% | -7.6% | +5.8% |
| 30D | +3.1% | -0.5% | +3.6% | +2.2% |
| 3M | -21.9% | +0.5% | -22.4% | -22.9% |
| 6M | +151.8% | +57.9% | +93.9% | +138.0% |
| YTD | +165.6% | +103.9% | +61.7% | +145.9% |
| 1Y | +242.3% | +159.3% | +83.0% | +210.4% |
| All | +229.2% | +549.5% | -320.3% | +188.3% |
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 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