-34.7%
UPS vs MKC
-33.0%
-1.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.0% | -1.5% | -0.5% | -1.6% |
| 30D | -2.0% | -3.1% | +1.2% | -1.4% |
| 3M | -6.2% | +5.2% | -11.4% | -7.5% |
| 6M | +2.8% | -12.8% | +15.6% | +5.8% |
| YTD | +5.9% | -23.3% | +29.2% | +12.2% |
| 1Y | +26.2% | -24.1% | +50.4% | +33.8% |
| 3Y | -26.0% | -32.1% | +6.1% | -19.3% |
| All | -34.7% | -33.0% | -1.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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