-6.3%
UPS vs MPC
+201.9%
-208.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.2% |
| 7D | -0.6% | +9.4% | -10.0% | -1.9% |
| 30D | +16.4% | -13.4% | +29.9% | +18.6% |
| 3M | +7.9% | +18.9% | -11.0% | +3.7% |
| 6M | +15.8% | +64.9% | -49.1% | +4.4% |
| YTD | +16.6% | +156.8% | -140.2% | -6.0% |
| 1Y | +22.3% | +113.2% | -90.9% | +3.0% |
| All | -6.3% | +201.9% | -208.2% | -26.1% |
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