+1,053.9%
MCD vs UPS
+263.5%
+790.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.1% |
| 7D | +7.1% | 0.0% | +7.1% | +7.2% |
| 30D | +19.8% | +17.3% | +2.4% | +14.8% |
| 3M | +0.8% | +6.6% | -5.8% | -1.0% |
| 6M | -1.3% | +12.0% | -13.3% | -4.9% |
| YTD | -7.8% | +14.4% | -22.1% | -12.1% |
| 1Y | -5.0% | +23.3% | -28.3% | -11.4% |
| 3Y | +10.5% | -9.6% | +20.2% | +9.5% |
| 5Y | +22.0% | -34.1% | +56.1% | +30.3% |
| 10Y | +216.7% | +49.5% | +167.2% | +148.2% |
| All | +1,053.9% | +263.5% | +790.4% | +548.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling