-34.5%
UPS vs UMC
+134.9%
-169.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | -3.4% | +11.4% | -14.8% | -5.4% |
| 30D | -2.7% | +16.8% | -19.5% | -5.7% |
| 3M | -1.6% | +19.1% | -20.7% | -7.1% |
| 6M | +2.3% | +137.4% | -135.1% | -17.6% |
| YTD | +5.6% | +186.4% | -180.8% | -19.9% |
| 1Y | +27.1% | +229.1% | -202.0% | -7.3% |
| 3Y | -26.3% | +257.9% | -284.2% | -48.8% |
| 5Y | -34.5% | +137.5% | -172.0% | -53.7% |
| All | -34.5% | +134.9% | -169.3% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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