-3.9%
MCD vs UPS
+29.9%
-33.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.7% | +1.8% | +6.0% |
| 7D | +11.9% | +8.2% | +3.6% | +11.0% |
| 30D | +20.2% | +22.7% | -2.5% | +18.2% |
| 3M | +5.2% | +6.4% | -1.3% | +4.2% |
| 6M | 0.0% | +22.6% | -22.6% | -2.7% |
| YTD | -6.5% | +20.7% | -27.2% | -10.8% |
| 1Y | -3.9% | +30.6% | -34.6% | -11.1% |
| All | -3.9% | +29.9% | -33.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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