+166.6%
UPS vs MUB
+76.3%
+90.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -3.5% | -1.4% | -2.1% | -3.1% |
| 3M | -5.7% | -2.2% | -3.6% | -5.2% |
| 6M | -4.4% | -1.9% | -2.5% | -3.9% |
| YTD | +8.0% | -0.8% | +8.8% | +8.3% |
| 1Y | +29.0% | +2.7% | +26.3% | +28.3% |
| 3Y | -27.7% | +8.6% | -36.3% | -28.9% |
| 5Y | -34.3% | +2.0% | -36.4% | -35.0% |
| 10Y | +37.8% | +17.9% | +19.9% | +34.9% |
| All | +166.6% | +76.3% | +90.4% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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