+297.0%
MXL vs UMAC
+2.9%
+294.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -10.9% | -0.3% | -9.0% |
| 7D | -24.3% | -26.0% | +1.7% | -19.8% |
| 30D | -46.1% | -40.3% | -5.8% | -40.6% |
| 3M | -21.8% | -51.1% | +29.3% | -11.8% |
| 6M | -27.2% | -5.6% | -21.6% | -18.8% |
| YTD | +226.2% | +2.3% | +223.9% | +230.3% |
| 1Y | +297.0% | +7.9% | +289.1% | +298.2% |
| All | +297.0% | +2.9% | +294.1% | +298.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling