-3.9%
UPS vs MULL
+1,303.2%
-1,307.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.7% |
| 7D | -0.6% | +43.3% | -43.9% | -2.2% |
| 30D | +16.4% | -37.4% | +53.9% | +17.9% |
| 3M | +7.9% | -36.8% | +44.8% | +8.6% |
| 6M | +15.8% | -36.9% | +52.7% | +13.3% |
| YTD | +16.6% | +250.7% | -234.1% | +0.8% |
| 1Y | +22.3% | +337.6% | -315.3% | +3.4% |
| All | -3.9% | +1,303.2% | -1,307.1% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling