+36.4%
UPS vs MDY
+177.2%
-140.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.3% |
| 7D | -2.0% | -1.9% | -0.1% | -0.6% |
| 30D | -2.0% | -4.6% | +2.7% | +1.4% |
| 3M | -6.2% | -1.2% | -5.0% | -5.4% |
| 6M | +2.8% | +9.2% | -6.4% | -3.3% |
| YTD | +5.9% | +13.1% | -7.2% | -2.8% |
| 1Y | +26.2% | +13.0% | +13.2% | +15.8% |
| 3Y | -26.0% | +49.2% | -75.2% | -44.7% |
| 5Y | -34.3% | +47.2% | -81.5% | -50.6% |
| All | +36.4% | +177.2% | -140.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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