+793.5%
MU vs UMAC
+214.8%
+578.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.5% | -0.6% |
| 7D | -15.2% | -13.9% | -1.3% | -14.2% |
| 30D | -29.5% | -39.6% | +10.0% | -26.9% |
| 3M | -15.8% | -53.6% | +37.8% | -11.7% |
| 6M | -2.9% | -6.2% | +3.3% | -3.2% |
| YTD | +154.2% | -1.2% | +155.4% | +150.3% |
| 1Y | +186.6% | +9.7% | +176.9% | +179.8% |
| All | +793.5% | +214.8% | +578.7% | +783.3% |
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