+36.4%
UPS vs MTCH
+208.0%
-171.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -2.0% | +1.3% | -3.2% | -2.2% |
| 30D | -2.0% | +15.9% | -17.8% | -4.3% |
| 3M | -6.2% | +23.3% | -29.5% | -9.5% |
| 6M | +2.8% | +40.1% | -37.4% | -3.0% |
| YTD | +5.9% | +33.6% | -27.7% | +0.5% |
| 1Y | +26.2% | +14.1% | +12.2% | +22.7% |
| 3Y | -26.0% | +1.4% | -27.4% | -28.2% |
| 5Y | -34.3% | -73.1% | +38.9% | -26.2% |
| All | +36.4% | +208.0% | -171.6% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling