-34.6%
UPS vs MMM
+28.6%
-63.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -2.1% | -1.6% | -0.5% | -1.5% |
| 30D | -2.3% | -8.0% | +5.7% | +0.7% |
| 3M | -5.2% | +9.4% | -14.6% | -8.5% |
| 6M | +1.4% | +10.2% | -8.8% | -2.7% |
| YTD | +6.1% | +6.1% | 0.0% | +3.1% |
| 1Y | +27.0% | +10.8% | +16.2% | +21.0% |
| 3Y | -25.9% | +104.8% | -130.7% | -46.3% |
| 5Y | -34.6% | +27.0% | -61.6% | -39.3% |
| All | -34.6% | +28.6% | -63.2% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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