+147.1%
UPS vs MPC
+2,977.1%
-2,830.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.9% | +5.4% | -8.3% | -3.9% |
| 30D | -3.5% | +31.0% | -34.5% | -8.5% |
| 3M | -5.7% | +46.0% | -51.7% | -12.6% |
| 6M | -4.4% | +77.3% | -81.7% | -15.0% |
| YTD | +8.0% | +141.9% | -133.9% | -9.9% |
| 1Y | +29.0% | +120.9% | -91.9% | +9.3% |
| 3Y | -27.7% | +182.7% | -210.4% | -42.5% |
| 5Y | -34.3% | +646.4% | -680.8% | -57.1% |
| 10Y | +37.8% | +1,138.7% | -1,100.9% | -22.5% |
| All | +147.1% | +2,977.1% | -2,830.0% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling