+32.4%
UPS vs MDB
+929.6%
-897.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -0.6% | +11.6% | -12.1% | -1.6% |
| 30D | +16.4% | -8.9% | +25.4% | +17.1% |
| 3M | +7.9% | -22.4% | +30.3% | +9.6% |
| 6M | +15.8% | +10.1% | +5.8% | +13.2% |
| YTD | +16.6% | -19.0% | +35.6% | +16.3% |
| 1Y | +22.3% | -7.0% | +29.3% | +20.0% |
| 3Y | -6.2% | -9.8% | +3.6% | -11.2% |
| 5Y | -34.4% | -40.1% | +5.6% | -39.2% |
| All | +32.4% | +929.6% | -897.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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