+48.3%
BP vs UMAC
+508.0%
-459.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.4% | +8.2% | +1.8% |
| 7D | +4.0% | +3.3% | +0.7% | +3.9% |
| 30D | +7.8% | -10.4% | +18.2% | +7.9% |
| 3M | +8.4% | +1.8% | +6.6% | +8.1% |
| 6M | +15.1% | +40.7% | -25.7% | +13.7% |
| YTD | +36.4% | +90.9% | -54.5% | +34.0% |
| 1Y | +40.9% | +151.8% | -110.9% | +37.7% |
| All | +48.3% | +508.0% | -459.7% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling