+221.2%
UPS vs MTCH
+622.9%
-401.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | -2.1% | -1.8% | -0.3% | -1.8% |
| 30D | -2.3% | +10.4% | -12.8% | -4.0% |
| 3M | -5.2% | +21.0% | -26.2% | -8.4% |
| 6M | +1.4% | +36.6% | -35.2% | -4.1% |
| YTD | +6.1% | +29.7% | -23.6% | +1.0% |
| 1Y | +27.0% | +8.6% | +18.4% | +24.4% |
| 3Y | -25.9% | -2.7% | -23.2% | -27.6% |
| 5Y | -34.6% | -72.9% | +38.3% | -24.2% |
| 10Y | +36.2% | +185.0% | -148.8% | -1.3% |
| All | +221.2% | +622.9% | -401.7% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling