+227.0%
UPS vs MTB
+888.5%
-661.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.9% | +1.7% | -4.6% | -3.4% |
| 30D | -3.5% | -4.2% | +0.7% | -2.3% |
| 3M | -5.7% | +8.9% | -14.6% | -8.3% |
| 6M | -4.4% | +10.9% | -15.2% | -7.5% |
| YTD | +8.0% | +21.5% | -13.5% | +1.5% |
| 1Y | +29.0% | +21.9% | +7.1% | +20.9% |
| 3Y | -27.7% | +109.2% | -137.0% | -43.4% |
| 5Y | -34.3% | +102.0% | -136.3% | -49.1% |
| 10Y | +37.8% | +171.9% | -134.1% | -8.6% |
| All | +227.0% | +888.5% | -661.5% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling