+227.0%
UPS vs MKC
+987.1%
-760.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.9% | -5.9% | +3.0% | -1.0% |
| 30D | -3.5% | -0.9% | -2.6% | -3.3% |
| 3M | -5.7% | +12.7% | -18.4% | -9.8% |
| 6M | -4.4% | -19.3% | +14.9% | +1.8% |
| YTD | +8.0% | -22.2% | +30.2% | +15.9% |
| 1Y | +29.0% | -23.3% | +52.4% | +38.8% |
| 3Y | -27.7% | -30.0% | +2.3% | -21.1% |
| 5Y | -34.3% | -33.8% | -0.6% | -28.0% |
| 10Y | +37.8% | +24.4% | +13.4% | +18.4% |
| All | +227.0% | +987.1% | -760.0% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling