+50.0%
BP vs UMAC
+182.0%
-132.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +0.9% |
| 7D | +3.8% | -5.2% | +9.0% | +3.8% |
| 30D | -5.3% | -36.4% | +31.1% | -4.9% |
| 3M | +9.3% | -58.6% | +67.8% | +10.0% |
| 6M | +7.2% | -24.6% | +31.9% | +6.6% |
| YTD | +38.0% | -11.5% | +49.5% | +36.5% |
| 1Y | +33.2% | +16.9% | +16.3% | +31.2% |
| All | +50.0% | +182.0% | -132.0% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling