-9.6%
UPS vs MP
+114.3%
-124.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -2.7% |
| 7D | 0.0% | -10.5% | +10.6% | +0.6% |
| 30D | +17.3% | -23.5% | +40.9% | +18.9% |
| 3M | +6.6% | -25.4% | +32.1% | +8.0% |
| 6M | +12.0% | -51.3% | +63.3% | +15.8% |
| YTD | +14.4% | -29.9% | +44.3% | +15.3% |
| 1Y | +23.3% | -31.8% | +55.1% | +24.1% |
| 3Y | -9.6% | +127.0% | -136.6% | -24.9% |
| All | -9.6% | +114.3% | -124.0% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling