+252.9%
UPS vs MTB
+805.8%
-552.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +16.4% | +0.8% | +15.6% | +16.2% |
| 3M | +7.9% | -12.8% | +20.7% | +12.6% |
| 6M | +15.8% | +6.7% | +9.1% | +13.4% |
| YTD | +16.6% | +11.3% | +5.2% | +12.6% |
| 1Y | +22.3% | +20.2% | +2.1% | +15.4% |
| 3Y | -6.2% | +103.8% | -110.0% | -25.8% |
| 5Y | -34.4% | +60.9% | -95.3% | -45.3% |
| 10Y | +41.7% | +115.0% | -73.3% | +1.1% |
| All | +252.9% | +805.8% | -552.9% | +44.8% |
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