+46.3%
VALE vs UMAC
+473.8%
-427.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | -0.2% |
| 7D | -0.3% | -3.4% | +3.1% | -0.2% |
| 30D | +8.6% | -15.1% | +23.7% | +8.9% |
| 3M | +2.0% | -10.8% | +12.8% | +1.7% |
| 6M | +2.1% | +15.7% | -13.6% | 0.0% |
| YTD | +20.2% | +80.1% | -59.9% | +15.8% |
| 1Y | +55.2% | +116.7% | -61.6% | +48.1% |
| All | +46.3% | +473.8% | -427.5% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling