+30.6%
UPS vs MP
-35.7%
+66.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.1% | +9.8% | +4.9% |
| 7D | +8.2% | -12.5% | +20.8% | +8.9% |
| 30D | +22.7% | -23.3% | +46.1% | +24.0% |
| 3M | +6.4% | -24.4% | +30.8% | +7.4% |
| 6M | +22.6% | -45.8% | +68.4% | +25.2% |
| YTD | +20.7% | -28.9% | +49.6% | +22.7% |
| 1Y | +30.6% | -34.6% | +65.2% | +32.1% |
| All | +30.6% | -35.7% | +66.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling