-33.5%
UPS vs MDT
-20.5%
-13.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.0% |
| 7D | -3.7% | -0.3% | -3.4% | -3.6% |
| 30D | -3.7% | +2.8% | -6.5% | -4.9% |
| 3M | -6.6% | +13.1% | -19.7% | -11.4% |
| 6M | +2.6% | +2.3% | +0.2% | +1.2% |
| YTD | +4.8% | -2.7% | +7.5% | +5.5% |
| 1Y | +25.3% | +0.9% | +24.4% | +24.0% |
| 3Y | -26.9% | +26.8% | -53.7% | -34.9% |
| 5Y | -33.5% | -19.5% | -14.0% | -34.9% |
| All | -33.5% | -20.5% | -13.0% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling