+2,302.1%
MULL vs UMAC
+665.0%
+1,637.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -8.4% | -3.4% | -5.0% | -8.1% |
| 30D | +9.7% | -15.1% | +24.8% | +11.3% |
| 3M | -26.8% | -10.8% | -16.0% | -26.4% |
| 6M | +220.7% | +15.7% | +205.0% | +201.1% |
| YTD | +509.0% | +80.1% | +428.9% | +433.3% |
| 1Y | +1,739.5% | +116.7% | +1,622.8% | +1,450.8% |
| All | +2,302.1% | +665.0% | +1,637.1% | +1,985.0% |
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