+161.6%
UPS vs MPC
+2,849.2%
-2,687.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | 0.0% | -16.2% | +16.2% | +3.2% |
| 30D | +17.3% | -15.7% | +33.1% | +20.6% |
| 3M | +6.6% | +24.9% | -18.3% | +1.4% |
| 6M | +12.0% | +52.7% | -40.6% | +2.3% |
| YTD | +14.4% | +131.9% | -117.5% | -4.4% |
| 1Y | +23.3% | +96.6% | -73.3% | +6.4% |
| 3Y | -9.6% | +163.8% | -173.4% | -27.5% |
| 5Y | -34.1% | +533.1% | -567.2% | -55.8% |
| 10Y | +49.5% | +1,118.6% | -1,069.1% | -16.0% |
| All | +161.6% | +2,849.2% | -2,687.6% | +10.4% |
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 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