-12.9%
UPS vs MULL
+2,366.2%
-2,379.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.3% | +10.1% | +1.2% |
| 7D | -3.4% | +3.6% | -7.0% | -3.6% |
| 30D | -2.7% | +22.0% | -24.8% | -3.9% |
| 3M | -1.6% | -8.6% | +7.0% | -3.4% |
| 6M | +2.3% | +248.5% | -246.2% | -8.1% |
| YTD | +5.6% | +516.3% | -510.7% | -9.9% |
| 1Y | +27.1% | +2,036.6% | -2,009.6% | -3.0% |
| All | -12.9% | +2,366.2% | -2,379.1% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling