-32.7%
UPS vs MPC
+600.5%
-633.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +3.8% | +11.2% | -7.5% | +1.6% |
| 30D | +17.4% | -14.5% | +31.8% | +20.6% |
| 3M | +8.2% | +16.7% | -8.5% | +3.8% |
| 6M | +17.9% | +67.6% | -49.6% | +4.0% |
| YTD | +18.7% | +157.9% | -139.2% | -6.9% |
| 1Y | +24.8% | +116.7% | -91.8% | +2.2% |
| 3Y | -4.5% | +199.8% | -204.3% | -30.2% |
| All | -32.7% | +600.5% | -633.2% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling