-26.8%
UPS vs MAR
+64.8%
-91.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -3.7% | -4.7% | +0.9% | -2.0% |
| 3M | -6.6% | -15.6% | +9.1% | -0.5% |
| 6M | +2.6% | +1.2% | +1.3% | +1.1% |
| YTD | +4.8% | +7.5% | -2.7% | +0.3% |
| 1Y | +25.3% | +26.6% | -1.3% | +11.6% |
| All | -26.8% | +64.8% | -91.6% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling