+4,277.4%
MU vs UPS
+44.2%
+4,233.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -15.2% | +1.7% | -16.9% | -16.0% |
| 30D | -29.5% | +17.4% | -46.9% | -35.9% |
| 3M | -15.8% | +7.7% | -23.5% | -20.0% |
| 6M | -2.9% | +13.8% | -16.7% | -10.2% |
| YTD | +154.2% | +17.3% | +137.0% | +127.3% |
| 1Y | +186.6% | +27.2% | +159.4% | +144.3% |
| 3Y | +871.5% | -5.6% | +877.1% | +836.4% |
| 5Y | +911.7% | -33.5% | +945.2% | +1,101.2% |
| 10Y | +4,277.4% | +43.7% | +4,233.7% | +2,565.6% |
| All | +4,277.4% | +44.2% | +4,233.2% | +2,565.6% |
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 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