-33.7%
UPS vs MPC
+645.9%
-679.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.9% | +5.4% | -8.3% | -4.0% |
| 30D | -3.5% | +31.0% | -34.5% | -9.2% |
| 3M | -5.7% | +46.0% | -51.7% | -13.6% |
| 6M | -4.4% | +77.3% | -81.7% | -16.7% |
| YTD | +8.0% | +141.9% | -133.9% | -13.2% |
| 1Y | +29.0% | +120.9% | -91.9% | +5.5% |
| 3Y | -27.7% | +182.7% | -210.4% | -46.0% |
| All | -33.7% | +645.9% | -679.7% | -62.2% |
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