+227.0%
UPS vs M
+114.8%
+112.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.7% |
| 7D | -2.9% | +4.7% | -7.6% | -3.8% |
| 30D | -3.5% | -9.6% | +6.1% | -1.7% |
| 3M | -5.7% | +0.9% | -6.6% | -6.1% |
| 6M | -4.4% | +22.3% | -26.6% | -8.4% |
| YTD | +8.0% | +6.5% | +1.5% | +5.9% |
| 1Y | +29.0% | +38.8% | -9.7% | +19.9% |
| 3Y | -27.7% | +115.9% | -143.6% | -40.7% |
| 5Y | -34.3% | +28.6% | -63.0% | -43.7% |
| 10Y | +37.8% | -2.5% | +40.3% | +7.7% |
| All | +227.0% | +114.8% | +112.2% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling