+899.7%
MU vs UMAC
+216.2%
+683.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.8% |
| 7D | +2.0% | -2.9% | +4.9% | +2.4% |
| 30D | -18.0% | -35.6% | +17.6% | -15.3% |
| 3M | -6.6% | -51.3% | +44.7% | -2.4% |
| 6M | +2.0% | -17.5% | +19.6% | +2.3% |
| YTD | +184.5% | -0.7% | +185.2% | +180.0% |
| 1Y | +236.9% | +16.5% | +220.4% | +228.0% |
| All | +899.7% | +216.2% | +683.4% | +888.0% |
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 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