+36.7%
BTDR vs UMAC
+473.8%
-437.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.2% |
| 7D | -3.4% | -3.4% | 0.0% | -2.8% |
| 30D | +32.6% | -15.1% | +47.7% | +35.4% |
| 3M | -32.2% | -10.8% | -21.5% | -31.9% |
| 6M | +52.4% | +15.7% | +36.7% | +41.1% |
| YTD | +6.7% | +80.1% | -73.5% | -8.7% |
| 1Y | -15.2% | +116.7% | -132.0% | -30.2% |
| All | +36.7% | +473.8% | -437.1% | -4.1% |
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