+90.2%
MTB vs UMAC
+549.5%
-459.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.3% | -9.9% | -0.7% |
| 7D | +2.8% | +14.7% | -11.9% | +2.6% |
| 30D | -4.2% | -0.5% | -3.7% | -4.2% |
| 3M | +7.8% | +0.5% | +7.3% | +7.6% |
| 6M | +14.8% | +57.9% | -43.1% | +13.3% |
| YTD | +20.8% | +103.9% | -83.1% | +18.4% |
| 1Y | +23.1% | +159.3% | -136.2% | +19.9% |
| All | +90.2% | +549.5% | -459.3% | +83.6% |
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