+31.8%
UPS vs MGY
+210.4%
-178.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.0% | +3.5% | -5.5% | -2.5% |
| 30D | -2.0% | +5.3% | -7.2% | -2.9% |
| 3M | -6.2% | +2.6% | -8.9% | -6.9% |
| 6M | +2.8% | -3.3% | +6.1% | +2.5% |
| YTD | +5.9% | +29.2% | -23.3% | +0.4% |
| 1Y | +26.2% | +18.0% | +8.2% | +21.3% |
| 3Y | -26.0% | +30.0% | -56.0% | -30.8% |
| 5Y | -34.3% | +92.7% | -126.9% | -43.2% |
| All | +31.8% | +210.4% | -178.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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