-3.5%
MCD vs UPS
+23.4%
-26.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.5% |
| 7D | +5.9% | +1.1% | +4.8% | +5.8% |
| 30D | +19.6% | +17.3% | +2.3% | +18.1% |
| 3M | +3.3% | +7.9% | -4.6% | +2.4% |
| 6M | +3.5% | +13.7% | -10.3% | +1.6% |
| YTD | -6.1% | +17.2% | -23.3% | -10.8% |
| All | -3.5% | +23.4% | -26.9% | -11.3% |
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