+180.0%
MCD vs UPS
+35.8%
+144.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | -2.0% | -2.1% | +0.1% | -1.6% |
| 30D | -6.1% | -2.3% | -3.8% | -5.7% |
| 3M | -7.3% | -5.2% | -2.0% | -6.6% |
| 6M | -20.9% | +1.4% | -22.3% | -21.8% |
| YTD | -14.7% | +6.1% | -20.8% | -16.5% |
| 1Y | -16.1% | +27.0% | -43.1% | -21.4% |
| 3Y | -1.5% | -25.9% | +24.4% | +2.8% |
| 5Y | +20.4% | -34.6% | +55.0% | +27.5% |
| 10Y | +180.0% | +36.2% | +143.9% | +119.1% |
| All | +180.0% | +35.8% | +144.2% | +119.1% |
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 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