+36.0%
UPS vs MAR
+441.6%
-405.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -3.4% | -2.1% | -1.3% | -2.8% |
| 30D | -2.7% | -5.7% | +2.9% | -1.1% |
| 3M | -1.6% | -14.6% | +13.0% | +2.6% |
| 6M | +2.3% | +1.3% | +1.0% | +1.5% |
| YTD | +5.6% | +6.7% | -1.1% | +3.0% |
| 1Y | +27.1% | +26.4% | +0.6% | +17.7% |
| 3Y | -26.3% | +64.7% | -91.0% | -37.1% |
| 5Y | -34.5% | +153.1% | -187.5% | -50.4% |
| All | +36.0% | +441.6% | -405.7% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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