+227.0%
UPS vs MAR
+2,774.5%
-2,547.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | -4.2% | +1.3% | -1.6% |
| 30D | -3.5% | -6.7% | +3.2% | -1.5% |
| 3M | -5.7% | -12.5% | +6.8% | -2.2% |
| 6M | -4.4% | +0.6% | -4.9% | -4.9% |
| YTD | +8.0% | +9.1% | -1.1% | +4.6% |
| 1Y | +29.0% | +26.2% | +2.8% | +19.2% |
| 3Y | -27.7% | +68.2% | -95.9% | -39.2% |
| 5Y | -34.3% | +163.9% | -198.3% | -52.4% |
| 10Y | +37.8% | +420.6% | -382.8% | -24.7% |
| All | +227.0% | +2,774.5% | -2,547.5% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling