+22.7%
UPS vs MDB
+1,017.4%
-994.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.8% |
| 7D | -2.9% | -17.4% | +14.6% | -1.3% |
| 30D | -3.5% | -2.0% | -1.5% | -3.6% |
| 3M | -5.7% | -3.0% | -2.7% | -5.9% |
| 6M | -4.4% | +48.7% | -53.0% | -8.9% |
| YTD | +8.0% | -12.1% | +20.2% | +7.5% |
| 1Y | +29.0% | +14.5% | +14.5% | +24.7% |
| 3Y | -27.7% | -6.1% | -21.6% | -31.5% |
| 5Y | -34.3% | -27.3% | -7.0% | -40.0% |
| All | +22.7% | +1,017.4% | -994.7% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling