-34.9%
UPS vs MCO
+26.6%
-61.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -3.4% | -7.3% | +3.9% | -0.6% |
| 30D | -2.7% | -1.7% | -1.0% | -2.2% |
| 3M | -1.6% | +3.9% | -5.6% | -3.4% |
| 6M | +2.3% | +3.8% | -1.5% | +0.3% |
| YTD | +5.6% | -7.9% | +13.5% | +7.9% |
| 1Y | +27.1% | -6.8% | +33.9% | +28.7% |
| 3Y | -26.3% | +40.9% | -67.2% | -40.0% |
| All | -34.9% | +26.6% | -61.4% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling