+2,802.6%
MULL vs UMAC
+164.0%
+2,638.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -3.1% | +14.9% | +12.7% |
| 7D | +17.3% | -0.9% | +18.2% | +17.5% |
| 30D | +23.5% | -7.7% | +31.2% | +23.2% |
| 3M | -24.0% | -26.4% | +2.5% | -21.3% |
| 6M | +276.7% | +61.9% | +214.9% | +209.9% |
| YTD | +565.1% | +86.5% | +478.6% | +417.1% |
| 1Y | +2,802.6% | +156.3% | +2,646.3% | +2,269.4% |
| All | +2,802.6% | +164.0% | +2,638.6% | +2,269.4% |
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