+227.0%
UPS vs MDT
+341.9%
-114.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -2.9% | +3.2% | -6.1% | -3.9% |
| 30D | -3.5% | +9.5% | -13.0% | -6.4% |
| 3M | -5.7% | +16.0% | -21.7% | -10.4% |
| 6M | -4.4% | +0.2% | -4.6% | -4.9% |
| YTD | +8.0% | -0.3% | +8.3% | +7.5% |
| 1Y | +29.0% | +4.7% | +24.3% | +26.2% |
| 3Y | -27.7% | +26.5% | -54.3% | -33.8% |
| 5Y | -34.3% | -18.2% | -16.1% | -31.8% |
| 10Y | +37.8% | +40.0% | -2.2% | +19.3% |
| All | +227.0% | +341.9% | -114.9% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling