+44.3%
UPS vs MPC
+1,165.8%
-1,121.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +1.6% |
| 7D | +1.1% | -9.4% | +10.6% | +2.9% |
| 30D | +17.3% | -14.3% | +31.6% | +20.4% |
| 3M | +7.9% | +31.1% | -23.2% | +1.3% |
| 6M | +13.7% | +60.3% | -46.5% | +2.2% |
| YTD | +17.2% | +142.5% | -125.3% | -4.2% |
| 1Y | +23.2% | +104.6% | -81.3% | +4.3% |
| 3Y | -5.9% | +191.7% | -197.6% | -27.3% |
| 5Y | -33.1% | +549.2% | -582.3% | -56.8% |
| 10Y | +44.3% | +1,106.2% | -1,061.9% | -17.9% |
| All | +44.3% | +1,165.8% | -1,121.5% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling