+6,169.9%
MU vs UPS
+35.1%
+6,134.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +3.5% |
| 7D | +7.5% | -3.7% | +11.2% | +9.8% |
| 30D | +19.4% | -3.7% | +23.1% | +21.9% |
| 3M | +9.8% | -6.6% | +16.4% | +14.4% |
| 6M | +164.1% | +2.6% | +161.6% | +159.0% |
| YTD | +260.3% | +4.8% | +255.5% | +246.2% |
| 1Y | +661.2% | +25.3% | +635.9% | +555.9% |
| 3Y | +1,380.8% | -26.9% | +1,407.7% | +1,574.6% |
| 5Y | +1,346.4% | -33.5% | +1,379.9% | +1,609.5% |
| 10Y | +6,169.9% | +36.1% | +6,133.8% | +3,822.3% |
| All | +6,169.9% | +35.1% | +6,134.9% | +3,822.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling