+2,683.6%
MUU vs UMAC
+1,577.2%
+1,106.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.4% | +11.9% | +6.5% |
| 7D | +15.0% | +3.3% | +11.8% | +14.1% |
| 30D | +36.8% | -10.4% | +47.2% | +37.5% |
| 3M | -8.5% | +1.8% | -10.3% | -9.6% |
| 6M | +320.7% | +40.7% | +280.0% | +287.1% |
| YTD | +599.7% | +90.9% | +508.8% | +514.1% |
| 1Y | +2,569.2% | +151.8% | +2,417.4% | +2,143.2% |
| All | +2,683.6% | +1,577.2% | +1,106.3% | +2,435.6% |
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