+195.2%
MCD vs UPS
+41.3%
+153.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +16.0% | +16.4% | -0.4% | +12.5% |
| 3M | 0.0% | +7.9% | -8.0% | -1.7% |
| 6M | +0.9% | +15.8% | -14.9% | -2.6% |
| YTD | -8.7% | +16.6% | -25.3% | -12.5% |
| 1Y | -8.6% | +22.3% | -30.9% | -13.3% |
| 3Y | +9.9% | -6.2% | +16.1% | +8.4% |
| 5Y | +22.6% | -34.4% | +57.1% | +30.9% |
| All | +195.2% | +41.3% | +153.9% | +134.5% |
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