+36.0%
UPS vs MDT
+40.9%
-4.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -3.4% | -1.6% | -1.8% | -2.8% |
| 30D | -2.7% | +1.0% | -3.8% | -3.3% |
| 3M | -1.6% | +15.2% | -16.8% | -7.6% |
| 6M | +2.3% | +3.7% | -1.3% | +0.2% |
| YTD | +5.6% | -3.0% | +8.5% | +6.2% |
| 1Y | +27.1% | +2.5% | +24.6% | +24.6% |
| 3Y | -26.3% | +26.5% | -52.8% | -34.4% |
| 5Y | -34.5% | -18.3% | -16.2% | -31.3% |
| All | +36.0% | +40.9% | -4.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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