+1,132.3%
MU vs UMAC
+549.5%
+582.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.3% | -10.9% | -2.2% |
| 7D | +7.2% | +14.7% | -7.5% | +6.1% |
| 30D | +14.0% | -0.5% | +14.5% | +13.5% |
| 3M | +5.4% | +0.5% | +4.9% | +4.3% |
| 6M | +170.3% | +57.9% | +112.3% | +157.6% |
| YTD | +250.7% | +103.9% | +146.7% | +228.7% |
| 1Y | +662.1% | +159.3% | +502.8% | +602.4% |
| All | +1,132.3% | +549.5% | +582.8% | +1,059.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling