+1,152.4%
MU vs UMAC
+494.0%
+658.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.2% | +6.3% |
| 7D | +9.0% | -0.9% | +9.9% | +9.0% |
| 30D | +13.8% | -7.7% | +21.5% | +13.9% |
| 3M | +2.1% | -26.4% | +28.5% | +2.8% |
| 6M | +153.8% | +61.9% | +92.0% | +142.0% |
| YTD | +256.4% | +86.5% | +169.9% | +236.2% |
| 1Y | +719.8% | +156.3% | +563.4% | +658.0% |
| All | +1,152.4% | +494.0% | +658.4% | +1,086.2% |
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