+2,581.4%
MULL vs UMAC
+710.7%
+1,870.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.4% | +11.8% | +6.5% |
| 7D | +14.8% | +3.3% | +11.5% | +13.8% |
| 30D | +36.6% | -10.4% | +47.0% | +37.3% |
| 3M | -8.9% | +1.8% | -10.6% | -10.1% |
| 6M | +311.9% | +40.7% | +271.2% | +275.9% |
| YTD | +579.8% | +90.9% | +488.9% | +489.2% |
| 1Y | +2,421.5% | +151.8% | +2,269.8% | +1,983.5% |
| All | +2,581.4% | +710.7% | +1,870.7% | +2,203.5% |
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 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