+21.6%
MCD vs UPS
-34.4%
+56.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -2.8% | -2.9% | +0.1% | -2.5% |
| 30D | -6.0% | -3.5% | -2.5% | -5.6% |
| 3M | -5.6% | -5.7% | +0.1% | -5.0% |
| 6M | -21.9% | -4.4% | -17.5% | -21.7% |
| YTD | -14.7% | +8.0% | -22.7% | -16.2% |
| 1Y | -17.3% | +29.0% | -46.3% | -21.0% |
| 3Y | -2.2% | -27.7% | +25.6% | +2.1% |
| All | +21.6% | -34.4% | +56.1% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling