+259.3%
UPS vs MTB
+811.3%
-552.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +3.8% | +1.5% | +2.2% | +3.3% |
| 30D | +17.4% | +2.3% | +15.0% | +16.5% |
| 3M | +8.2% | -12.1% | +20.3% | +12.6% |
| 6M | +17.9% | +9.8% | +8.1% | +14.4% |
| YTD | +18.7% | +12.0% | +6.7% | +14.5% |
| 1Y | +24.8% | +22.0% | +2.8% | +17.2% |
| 3Y | -4.5% | +107.6% | -112.1% | -24.9% |
| 5Y | -33.2% | +61.9% | -95.1% | -44.4% |
| 10Y | +44.2% | +116.3% | -72.1% | +2.8% |
| All | +259.3% | +811.3% | -552.0% | +47.1% |
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