-33.2%
UPS vs MP
-15.2%
-18.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.2% |
| 7D | -1.6% | +2.3% | -3.9% | -1.9% |
| 30D | +17.9% | -15.3% | +33.2% | +19.6% |
| 3M | +9.4% | -33.5% | +42.9% | +13.2% |
| 6M | +16.2% | -45.5% | +61.7% | +21.8% |
| YTD | +18.8% | -27.3% | +46.0% | +19.9% |
| 1Y | +26.1% | -40.7% | +66.8% | +29.5% |
| 3Y | -4.5% | +145.9% | -150.3% | -26.4% |
| All | -33.2% | -15.2% | -18.0% | -40.2% |
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