+33.1%
UPS vs MDB
+892.0%
-858.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.2% | +2.0% |
| 7D | +1.1% | -0.9% | +2.1% | +1.2% |
| 30D | +17.3% | -15.2% | +32.5% | +18.8% |
| 3M | +7.9% | -17.9% | +25.8% | +8.9% |
| 6M | +13.7% | +9.3% | +4.4% | +11.2% |
| YTD | +17.2% | -22.0% | +39.2% | +17.3% |
| 1Y | +23.2% | -9.3% | +32.6% | +21.2% |
| 3Y | -5.9% | -10.4% | +4.5% | -10.9% |
| 5Y | -33.1% | -43.2% | +10.2% | -37.6% |
| All | +33.1% | +892.0% | -858.9% | -6.4% |
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