+676.6%
UMAC vs MKTX
-23.4%
+699.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | -9.4% | +0.8% | -10.2% | -9.7% |
| 3M | +3.0% | +41.1% | -38.2% | -7.6% |
| 6M | +27.2% | -9.5% | +36.7% | +27.1% |
| YTD | +84.7% | -8.7% | +93.4% | +84.0% |
| 1Y | +136.5% | -10.0% | +146.4% | +137.2% |
| All | +676.6% | -23.4% | +699.9% | +689.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling