+35.4%
UPS vs MP
+240.8%
-205.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.0% | +3.2% | -2.4% |
| 7D | +3.5% | -19.0% | +22.4% | +5.1% |
| 30D | +19.3% | -30.5% | +49.7% | +22.6% |
| 3M | +4.7% | -29.6% | +34.3% | +7.3% |
| 6M | +17.0% | -50.4% | +67.4% | +22.6% |
| YTD | +17.3% | -33.2% | +50.5% | +19.1% |
| 1Y | +27.4% | -38.6% | +65.9% | +29.7% |
| 3Y | -7.7% | +105.5% | -113.2% | -21.4% |
| 5Y | -32.4% | -7.8% | -24.6% | -38.8% |
| All | +35.4% | +240.8% | -205.4% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling