+35.3%
UPS vs MP
+281.3%
-246.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.6% | -4.2% | +1.9% |
| 7D | +1.1% | -1.6% | +2.7% | +1.2% |
| 30D | +17.3% | -18.2% | +35.5% | +19.0% |
| 3M | +7.9% | -26.1% | +34.0% | +10.1% |
| 6M | +13.7% | -44.0% | +57.8% | +18.1% |
| YTD | +17.2% | -25.3% | +42.5% | +18.0% |
| 1Y | +23.2% | -35.6% | +58.8% | +25.1% |
| 3Y | -5.9% | +147.1% | -152.9% | -21.1% |
| 5Y | -33.1% | -11.3% | -21.8% | -39.6% |
| All | +35.3% | +281.3% | -246.0% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling