+52.3%
BDX vs UMAC
+2.9%
+49.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -10.9% | +16.4% | +5.4% |
| 7D | +7.2% | -26.0% | +33.2% | +6.7% |
| 30D | +15.8% | -40.3% | +56.1% | +14.9% |
| 3M | +23.7% | -51.1% | +74.8% | +22.6% |
| 6M | +44.8% | -5.6% | +50.5% | +44.2% |
| YTD | +39.8% | +2.3% | +37.5% | +38.7% |
| 1Y | +52.3% | +7.9% | +44.5% | +51.2% |
| All | +52.3% | +2.9% | +49.4% | +51.2% |
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 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