+10.5%
MCD vs UPS
-10.2%
+20.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.3% |
| 7D | +7.1% | 0.0% | +7.1% | +7.2% |
| 30D | +19.8% | +17.3% | +2.4% | +18.3% |
| 3M | +0.8% | +6.6% | -5.8% | +0.2% |
| 6M | -1.3% | +12.0% | -13.3% | -2.5% |
| YTD | -7.8% | +14.4% | -22.1% | -9.2% |
| 1Y | -5.0% | +23.3% | -28.3% | -7.2% |
| 3Y | +10.5% | -9.6% | +20.2% | +11.1% |
| All | +10.5% | -10.2% | +20.8% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling