+24.8%
UPS vs MDT
+11.9%
+13.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.3% |
| 7D | +3.8% | +1.0% | +2.7% | +3.5% |
| 30D | +17.4% | +9.2% | +8.2% | +14.6% |
| 3M | +8.2% | +14.5% | -6.3% | +4.3% |
| 6M | +17.9% | +37.3% | -19.4% | +8.1% |
| YTD | +18.7% | +9.8% | +8.9% | +17.1% |
| 1Y | +24.8% | +10.5% | +14.3% | +23.4% |
| All | +24.8% | +11.9% | +13.0% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling