-26.2%
UPS vs MXL
+200.2%
-226.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.0% |
| 7D | -3.4% | +16.6% | -20.0% | -4.5% |
| 30D | -2.7% | +0.5% | -3.2% | -3.1% |
| 3M | -1.6% | -3.6% | +2.0% | -3.4% |
| 6M | +2.3% | +328.0% | -325.7% | -16.1% |
| YTD | +5.6% | +297.8% | -292.2% | -13.0% |
| 1Y | +27.1% | +339.4% | -312.4% | +2.8% |
| All | -26.2% | +200.2% | -226.4% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling