+1,319.3%
MU vs UPS
-34.9%
+1,354.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.7% |
| 7D | +7.2% | -2.1% | +9.3% | +8.3% |
| 30D | +14.0% | -2.3% | +16.3% | +15.3% |
| 3M | +5.4% | -5.2% | +10.6% | +8.5% |
| 6M | +170.3% | +1.4% | +168.9% | +167.1% |
| YTD | +250.7% | +6.1% | +244.6% | +236.2% |
| 1Y | +662.1% | +27.0% | +635.1% | +562.6% |
| 3Y | +1,341.2% | -25.9% | +1,367.1% | +1,482.1% |
| 5Y | +1,319.3% | -34.6% | +1,353.9% | +1,609.3% |
| All | +1,319.3% | -34.9% | +1,354.3% | +1,609.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling