+2,579.5%
MU vs UPS
+243.4%
+2,336.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +7.0% |
| 7D | +9.0% | -2.9% | +11.9% | +11.3% |
| 30D | +13.8% | -3.5% | +17.3% | +16.6% |
| 3M | +2.1% | -5.7% | +7.8% | +6.8% |
| 6M | +153.8% | -4.4% | +158.2% | +159.5% |
| YTD | +256.4% | +8.0% | +248.4% | +230.4% |
| 1Y | +719.8% | +29.0% | +690.7% | +561.4% |
| 3Y | +1,360.4% | -27.7% | +1,388.1% | +1,614.2% |
| 5Y | +1,312.4% | -34.3% | +1,346.8% | +1,632.8% |
| 10Y | +6,142.6% | +37.8% | +6,104.8% | +3,662.3% |
| All | +2,579.5% | +243.4% | +2,336.2% | +682.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling