+259.3%
UPS vs MKC
+890.6%
-631.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | +3.8% | -3.0% | +6.8% | +4.8% |
| 30D | +17.4% | +4.8% | +12.5% | +15.5% |
| 3M | +8.2% | -12.8% | +21.0% | +12.8% |
| 6M | +17.9% | +5.0% | +12.9% | +15.1% |
| YTD | +18.7% | -29.1% | +47.8% | +31.0% |
| 1Y | +24.8% | -26.4% | +51.2% | +35.9% |
| 3Y | -4.5% | -21.6% | +17.1% | +0.1% |
| 5Y | -33.2% | -35.2% | +2.0% | -26.5% |
| 10Y | +44.2% | +25.6% | +18.6% | +23.2% |
| All | +259.3% | +890.6% | -631.3% | +78.1% |
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