-68.4%
BLDR vs UMAC
+488.3%
-556.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.8% |
| 7D | -8.1% | -4.0% | -4.1% | -8.0% |
| 30D | -21.5% | -9.4% | -12.1% | -21.4% |
| 3M | -21.0% | +3.0% | -23.9% | -21.7% |
| 6M | -37.1% | +27.2% | -64.2% | -39.1% |
| YTD | -42.7% | +84.7% | -127.4% | -45.7% |
| 1Y | -58.0% | +136.5% | -194.4% | -60.9% |
| All | -68.4% | +488.3% | -556.7% | -75.5% |
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