-25.9%
UPS vs MPC
+181.4%
-207.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.9% | +5.4% | -8.3% | -3.8% |
| 30D | -3.5% | +31.0% | -34.5% | -8.2% |
| 3M | -5.7% | +46.0% | -51.7% | -12.2% |
| 6M | -4.4% | +77.3% | -81.7% | -14.9% |
| YTD | +8.0% | +141.9% | -133.9% | -10.8% |
| 1Y | +29.0% | +120.9% | -91.9% | +8.2% |
| All | -25.9% | +181.4% | -207.3% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling