-34.5%
UPS vs MP
-5.6%
-28.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -2.9% |
| 7D | 0.0% | -10.5% | +10.6% | +1.0% |
| 30D | +17.3% | -23.5% | +40.9% | +20.1% |
| 3M | +6.6% | -25.4% | +32.1% | +9.0% |
| 6M | +12.0% | -51.3% | +63.3% | +18.6% |
| YTD | +14.4% | -29.9% | +44.3% | +15.9% |
| 1Y | +23.3% | -31.8% | +55.1% | +24.5% |
| 3Y | -9.6% | +127.0% | -136.6% | -29.2% |
| All | -34.5% | -5.6% | -28.9% | -41.4% |
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