+657.4%
UMAC vs MKTX
-23.4%
+680.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -15.1% | +0.7% | -15.8% | -15.3% |
| 3M | -10.8% | +40.8% | -51.6% | -19.9% |
| 6M | +15.7% | -8.0% | +23.7% | +15.2% |
| YTD | +80.1% | -8.7% | +88.9% | +79.5% |
| 1Y | +116.7% | -11.8% | +128.6% | +119.2% |
| All | +657.4% | -23.4% | +680.8% | +670.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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