+290.0%
MXL vs UMAC
+473.8%
-183.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.5% | +10.0% | +7.7% |
| 7D | +18.9% | -3.4% | +22.3% | +19.1% |
| 30D | +0.3% | -15.1% | +15.4% | +1.2% |
| 3M | -8.0% | -10.8% | +2.7% | -7.9% |
| 6M | +341.2% | +15.7% | +325.6% | +334.6% |
| YTD | +327.8% | +80.1% | +247.7% | +310.1% |
| 1Y | +364.9% | +116.7% | +248.2% | +339.7% |
| All | +290.0% | +473.8% | -183.7% | +267.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling