+2,038.8%
MU vs UPS
+277.5%
+1,761.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.3% | +10.6% | +11.0% |
| 7D | +2.0% | -1.6% | +3.6% | +3.7% |
| 30D | -18.0% | +17.9% | -35.9% | -27.6% |
| 3M | -6.6% | +9.4% | -16.0% | -13.6% |
| 6M | +2.0% | +16.2% | -14.1% | -9.4% |
| YTD | +184.5% | +18.8% | +165.7% | +143.2% |
| 1Y | +236.9% | +26.1% | +210.8% | +175.5% |
| 3Y | +987.0% | -4.5% | +991.4% | +923.5% |
| 5Y | +1,014.6% | -33.2% | +1,047.8% | +1,254.1% |
| 10Y | +4,609.2% | +44.3% | +4,564.9% | +2,629.8% |
| All | +2,038.8% | +277.5% | +1,761.3% | +475.8% |
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