+180.3%
UPS vs MXL
+270.5%
-90.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.0% | -7.8% | -2.4% |
| 7D | -2.1% | +15.5% | -17.6% | -3.7% |
| 30D | -2.3% | -11.3% | +9.0% | -1.5% |
| 3M | -5.2% | -16.1% | +10.9% | -6.0% |
| 6M | +1.4% | +323.0% | -321.6% | -21.1% |
| YTD | +6.1% | +281.5% | -275.4% | -16.6% |
| 1Y | +27.0% | +319.3% | -292.3% | -2.2% |
| 3Y | -25.9% | +189.4% | -215.3% | -43.9% |
| 5Y | -34.6% | +26.0% | -60.6% | -46.8% |
| 10Y | +36.2% | +243.5% | -207.3% | -9.1% |
| All | +180.3% | +270.5% | -90.2% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling