+36.4%
UPS vs MCO
+393.6%
-357.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | -2.0% | -3.8% | +1.8% | -0.5% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | -6.2% | +7.7% | -14.0% | -9.2% |
| 6M | +2.8% | +7.0% | -4.2% | -0.5% |
| YTD | +5.9% | -6.4% | +12.3% | +7.4% |
| 1Y | +26.2% | -7.6% | +33.9% | +28.2% |
| 3Y | -26.0% | +43.2% | -69.2% | -38.9% |
| 5Y | -34.3% | +29.6% | -63.8% | -44.6% |
| All | +36.4% | +393.6% | -357.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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