+30.6%
UPS vs MPC
+122.9%
-92.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -8.1% | +12.8% | +4.5% |
| 7D | +8.2% | -10.9% | +19.1% | +8.0% |
| 30D | +22.7% | -9.4% | +32.1% | +21.9% |
| 3M | +6.4% | +26.0% | -19.5% | +4.3% |
| 6M | +22.6% | +56.5% | -33.9% | +19.2% |
| YTD | +20.7% | +144.3% | -123.5% | +10.9% |
| 1Y | +30.6% | +117.2% | -86.6% | +20.6% |
| All | +30.6% | +122.9% | -92.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling