+2,396.1%
MUU vs UMAC
+1,482.8%
+913.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.7% |
| 7D | -8.2% | -3.4% | -4.8% | -7.9% |
| 30D | +10.2% | -15.1% | +25.3% | +11.7% |
| 3M | -26.5% | -10.8% | -15.7% | -26.1% |
| 6M | +227.2% | +15.7% | +211.5% | +209.1% |
| YTD | +527.4% | +80.1% | +447.3% | +456.0% |
| 1Y | +1,843.7% | +116.7% | +1,727.0% | +1,563.9% |
| All | +2,396.1% | +1,482.8% | +913.3% | +2,195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling