-4.5%
UPS vs MDT
+57.0%
-61.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.1% |
| 7D | +3.8% | +1.0% | +2.7% | +3.4% |
| 30D | +17.4% | +9.2% | +8.2% | +13.5% |
| 3M | +8.2% | +14.5% | -6.3% | +2.6% |
| 6M | +17.9% | +37.3% | -19.4% | +3.5% |
| YTD | +18.7% | +9.8% | +8.9% | +14.7% |
| 1Y | +24.8% | +10.5% | +14.3% | +20.0% |
| 3Y | -4.5% | +57.4% | -62.0% | -20.8% |
| All | -4.5% | +57.0% | -61.5% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling