+967.0%
MCD vs UPS
+243.4%
+723.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.8% | -2.9% | +0.1% | -2.1% |
| 30D | -6.0% | -3.5% | -2.5% | -5.2% |
| 3M | -5.6% | -5.7% | +0.1% | -4.5% |
| 6M | -21.9% | -4.4% | -17.5% | -21.6% |
| YTD | -14.7% | +8.0% | -22.7% | -17.4% |
| 1Y | -17.3% | +29.0% | -46.3% | -24.0% |
| 3Y | -2.2% | -27.7% | +25.6% | +3.3% |
| 5Y | +20.3% | -34.3% | +54.6% | +28.1% |
| 10Y | +180.7% | +37.8% | +142.9% | +125.3% |
| All | +967.0% | +243.4% | +723.7% | +509.6% |
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