+36.2%
UPS vs M
-6.4%
+42.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.4% |
| 7D | -2.1% | +2.4% | -4.5% | -2.5% |
| 30D | -2.3% | -11.6% | +9.3% | -0.5% |
| 3M | -5.2% | +1.6% | -6.8% | -5.6% |
| 6M | +1.4% | +25.2% | -23.8% | -2.2% |
| YTD | +6.1% | +3.8% | +2.4% | +4.9% |
| 1Y | +27.0% | +36.3% | -9.3% | +20.4% |
| 3Y | -25.9% | +116.3% | -142.3% | -36.1% |
| 5Y | -34.6% | +28.2% | -62.8% | -41.3% |
| 10Y | +36.2% | -3.4% | +39.5% | +14.6% |
| All | +36.2% | -6.4% | +42.5% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling