+186.6%
MU vs UPS
+23.5%
+163.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -15.2% | +1.7% | -16.9% | -15.6% |
| 30D | -29.5% | +17.4% | -46.9% | -34.1% |
| 3M | -15.8% | +7.7% | -23.5% | -18.2% |
| 6M | -2.9% | +13.8% | -16.7% | -6.5% |
| YTD | +154.2% | +17.3% | +137.0% | +120.7% |
| 1Y | +186.6% | +27.2% | +159.4% | +133.9% |
| All | +186.6% | +23.5% | +163.1% | +133.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling