+475.1%
MULL vs UMAC
+2.9%
+472.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -10.9% | -2.9% | -10.2% |
| 7D | -35.9% | -26.0% | -9.9% | -28.9% |
| 30D | -47.3% | -40.3% | -7.0% | -37.5% |
| 3M | -30.6% | -51.1% | +20.6% | -15.6% |
| 6M | +13.7% | -5.6% | +19.3% | +13.4% |
| YTD | +272.1% | +2.3% | +269.8% | +234.7% |
| 1Y | +475.1% | +7.9% | +467.2% | +387.5% |
| All | +475.1% | +2.9% | +472.1% | +387.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling