-33.5%
UPS vs MTB
+103.4%
-136.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -3.7% | +1.1% | -4.7% | -4.1% |
| 30D | -3.7% | -4.6% | +0.9% | -2.1% |
| 3M | -6.6% | +6.3% | -12.8% | -8.7% |
| 6M | +2.6% | +15.6% | -13.0% | -2.9% |
| YTD | +4.8% | +20.6% | -15.8% | -2.2% |
| 1Y | +25.3% | +22.5% | +2.7% | +16.0% |
| 3Y | -26.9% | +114.4% | -141.3% | -45.1% |
| 5Y | -33.5% | +101.9% | -135.4% | -47.6% |
| All | -33.5% | +103.4% | -136.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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