+0.4%
BDX vs UMAC
+473.8%
-473.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.8% |
| 7D | -3.2% | -3.4% | +0.2% | -3.2% |
| 30D | -2.5% | -15.1% | +12.5% | -2.6% |
| 3M | +21.4% | -10.8% | +32.2% | +21.5% |
| 6M | +10.4% | +15.7% | -5.3% | +10.4% |
| YTD | +18.8% | +80.1% | -61.3% | +18.6% |
| 1Y | +21.7% | +116.7% | -95.0% | +21.4% |
| All | +0.4% | +473.8% | -473.3% | +0.9% |
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