+311.9%
MULL vs UMAC
+31.5%
+280.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.4% | +11.8% | +7.3% |
| 7D | +14.8% | +3.3% | +11.5% | +13.0% |
| 30D | +36.6% | -10.4% | +47.0% | +37.1% |
| 3M | -8.9% | +1.8% | -10.6% | -14.2% |
| 6M | +311.9% | +40.7% | +271.2% | +266.2% |
| All | +311.9% | +31.5% | +280.5% | +266.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling