+91.3%
MTB vs UMAC
+473.8%
-382.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | 0.0% | -3.4% | +3.4% | 0.0% |
| 30D | -4.8% | -15.1% | +10.3% | -4.7% |
| 3M | +6.0% | -10.8% | +16.7% | +5.9% |
| 6M | +19.6% | +15.7% | +3.9% | +18.6% |
| YTD | +21.5% | +80.1% | -58.7% | +19.3% |
| 1Y | +24.7% | +116.7% | -92.0% | +21.8% |
| All | +91.3% | +473.8% | -382.5% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling