+36.4%
UPS vs MXL
+313.4%
-277.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | -0.5% |
| 7D | -2.0% | +18.9% | -20.8% | -3.9% |
| 30D | -2.0% | +0.3% | -2.3% | -2.5% |
| 3M | -6.2% | -8.0% | +1.8% | -8.0% |
| 6M | +2.8% | +341.2% | -338.5% | -22.0% |
| YTD | +5.9% | +327.8% | -321.9% | -19.6% |
| 1Y | +26.2% | +364.9% | -338.7% | -6.2% |
| 3Y | -26.0% | +229.2% | -255.2% | -46.4% |
| 5Y | -34.3% | +42.8% | -77.0% | -48.0% |
| All | +36.4% | +313.4% | -277.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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