+1,719.0%
MU vs UPS
+263.5%
+1,455.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +6.9% |
| 7D | -22.0% | 0.0% | -22.1% | -22.2% |
| 30D | -36.6% | +17.3% | -53.9% | -44.0% |
| 3M | -21.7% | +6.6% | -28.3% | -26.4% |
| 6M | +3.5% | +12.0% | -8.5% | -5.7% |
| YTD | +141.9% | +14.4% | +127.6% | +112.3% |
| 1Y | +189.8% | +23.3% | +166.5% | +139.6% |
| 3Y | +855.4% | -9.6% | +865.0% | +836.0% |
| 5Y | +869.2% | -34.1% | +903.3% | +1,085.0% |
| 10Y | +4,142.8% | +49.5% | +4,093.3% | +2,267.3% |
| All | +1,719.0% | +263.5% | +1,455.5% | +402.6% |
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 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