-8.6%
MCD vs UPS
+23.1%
-31.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +16.0% | +16.4% | -0.4% | +14.7% |
| 3M | 0.0% | +7.9% | -8.0% | -0.8% |
| 6M | +0.9% | +15.8% | -14.9% | -1.0% |
| YTD | -8.7% | +16.6% | -25.3% | -12.8% |
| 1Y | -8.6% | +22.3% | -30.9% | -14.0% |
| All | -8.6% | +23.1% | -31.7% | -14.0% |
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