+702.6%
UMAC vs MDY
+37.3%
+665.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -4.1% |
| 7D | +3.3% | -0.8% | +4.0% | +5.0% |
| 30D | -10.4% | -3.9% | -6.5% | -2.0% |
| 3M | +1.8% | 0.0% | +1.8% | +4.7% |
| 6M | +40.7% | +8.5% | +32.2% | +25.8% |
| YTD | +90.9% | +13.2% | +77.7% | +56.8% |
| 1Y | +151.8% | +15.0% | +136.7% | +105.0% |
| All | +702.6% | +37.3% | +665.4% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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