+55.2%
VALE vs UMAC
+129.0%
-73.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | -0.2% |
| 7D | -0.3% | -3.4% | +3.1% | -0.1% |
| 30D | +8.6% | -15.1% | +23.7% | +9.1% |
| 3M | +2.0% | -10.8% | +12.8% | +1.3% |
| 6M | +2.1% | +15.7% | -13.6% | -2.5% |
| YTD | +20.2% | +80.1% | -59.9% | +9.6% |
| 1Y | +55.2% | +116.7% | -61.6% | +38.6% |
| All | +55.2% | +129.0% | -73.9% | +38.6% |
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