+46.8%
VALE vs UMAC
+488.3%
-441.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.9% |
| 7D | -0.2% | -4.0% | +3.8% | -0.1% |
| 30D | +9.7% | -9.4% | +19.1% | +9.8% |
| 3M | +5.3% | +3.0% | +2.3% | +4.5% |
| 6M | +0.5% | +27.2% | -26.6% | -1.9% |
| YTD | +20.6% | +84.7% | -64.1% | +16.1% |
| 1Y | +57.6% | +136.5% | -78.9% | +50.1% |
| All | +46.8% | +488.3% | -441.5% | +37.3% |
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 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