+2.9%
UPS vs MDLN
-2.7%
+5.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -1.0% |
| 7D | -3.7% | -6.2% | +2.5% | -2.9% |
| 30D | -3.7% | +0.7% | -4.5% | -3.8% |
| 3M | -6.6% | -5.4% | -1.1% | -5.8% |
| 6M | +2.6% | -21.6% | +24.1% | +5.3% |
| YTD | +4.8% | -18.9% | +23.7% | +9.5% |
| All | +2.9% | -2.7% | +5.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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