+4,407.5%
MU vs UPS
+43.9%
+4,363.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.4% | -3.6% |
| 7D | +12.8% | +3.8% | +9.0% | +10.6% |
| 30D | -14.9% | +17.4% | -32.2% | -22.5% |
| 3M | -18.0% | +8.2% | -26.2% | -22.3% |
| 6M | -3.1% | +17.9% | -21.1% | -12.2% |
| YTD | +172.9% | +18.7% | +154.2% | +142.4% |
| 1Y | +228.8% | +24.8% | +204.0% | +183.8% |
| 3Y | +950.8% | -4.5% | +955.4% | +906.7% |
| 5Y | +931.3% | -33.2% | +964.5% | +1,121.9% |
| All | +4,407.5% | +43.9% | +4,363.6% | +2,568.9% |
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