-33.7%
UPS vs MP
+58.1%
-91.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -2.9% | -2.9% | 0.0% | -2.6% |
| 30D | -3.5% | +13.8% | -17.3% | -4.8% |
| 3M | -5.7% | -16.7% | +11.0% | -4.6% |
| 6M | -4.4% | -11.5% | +7.1% | -4.3% |
| YTD | +8.0% | +7.9% | +0.1% | +5.6% |
| 1Y | +29.0% | -15.0% | +44.1% | +27.1% |
| 3Y | -27.7% | +153.5% | -181.2% | -41.6% |
| All | -33.7% | +58.1% | -91.8% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling