+1,104.2%
MU vs UMAC
+488.3%
+615.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.7% |
| 7D | +2.0% | -4.0% | +6.0% | +2.2% |
| 30D | +12.5% | -9.4% | +21.9% | +12.7% |
| 3M | +9.6% | +3.0% | +6.6% | +8.5% |
| 6M | +142.6% | +27.2% | +115.4% | +134.0% |
| YTD | +242.7% | +84.7% | +158.0% | +223.2% |
| 1Y | +599.3% | +136.5% | +462.8% | +548.4% |
| All | +1,104.2% | +488.3% | +615.9% | +1,040.6% |
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 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