+211.3%
MCD vs UPS
+47.4%
+163.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.3% |
| 7D | +5.9% | +1.1% | +4.8% | +5.7% |
| 30D | +19.6% | +17.3% | +2.3% | +15.8% |
| 3M | +3.3% | +7.9% | -4.6% | +1.6% |
| 6M | +3.5% | +13.7% | -10.3% | +0.2% |
| YTD | -6.1% | +17.2% | -23.3% | -10.0% |
| 1Y | -3.7% | +23.2% | -26.9% | -8.8% |
| 3Y | +13.4% | -5.9% | +19.2% | +11.8% |
| 5Y | +25.2% | -33.1% | +58.2% | +32.9% |
| 10Y | +211.3% | +44.3% | +166.9% | +155.6% |
| All | +211.3% | +47.4% | +163.8% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling