-34.6%
UPS vs MDB
-26.9%
-7.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.5% |
| 7D | -2.1% | -18.0% | +15.9% | -0.5% |
| 30D | -2.3% | -10.7% | +8.4% | -1.6% |
| 3M | -5.2% | +1.0% | -6.2% | -5.7% |
| 6M | +1.4% | +31.6% | -30.2% | -2.1% |
| YTD | +6.1% | -15.2% | +21.3% | +6.1% |
| 1Y | +27.0% | +10.1% | +16.9% | +23.3% |
| 3Y | -25.9% | -5.6% | -20.3% | -30.0% |
| 5Y | -34.6% | -24.5% | -10.0% | -41.3% |
| All | -34.6% | -26.9% | -7.7% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling