+27.1%
UPS vs MP
-38.7%
+65.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.6% | -4.2% | +2.1% |
| 7D | +1.1% | -1.6% | +2.7% | +1.2% |
| 30D | +17.3% | -18.2% | +35.5% | +18.3% |
| 3M | +7.9% | -26.1% | +34.0% | +9.1% |
| 6M | +13.7% | -44.0% | +57.8% | +16.2% |
| YTD | +17.2% | -25.3% | +42.5% | +18.9% |
| All | +27.1% | -38.7% | +65.7% | +26.6% |
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