+66.0%
BHP vs UMAC
+164.0%
-98.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.2% |
| 7D | -5.0% | -0.9% | -4.1% | -4.9% |
| 30D | +1.2% | -7.7% | +8.8% | +1.1% |
| 3M | +1.8% | -26.4% | +28.3% | +2.3% |
| 6M | +18.0% | +61.9% | -43.8% | +8.7% |
| YTD | +52.7% | +86.5% | -33.8% | +36.7% |
| 1Y | +66.0% | +156.3% | -90.3% | +44.3% |
| All | +66.0% | +164.0% | -98.0% | +44.3% |
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