-7.7%
MDB vs UPST
-48.7%
+41.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.4% | -11.5% | -5.4% |
| 7D | -16.5% | -3.1% | -13.4% | -15.6% |
| 30D | -8.6% | -4.0% | -4.6% | -7.4% |
| 3M | -13.6% | -22.9% | +9.3% | -6.0% |
| 6M | +24.1% | -27.1% | +51.2% | +37.0% |
| YTD | -21.8% | -46.5% | +24.8% | -10.3% |
| 1Y | -7.7% | -49.4% | +41.7% | +6.5% |
| All | -7.7% | -48.7% | +41.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling