-7.2%
MDB vs UPST
-15.8%
+8.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | -11.4% | -4.9% | -6.5% | -10.5% |
| 30D | -13.8% | -8.9% | -5.0% | -12.2% |
| 3M | -15.5% | -26.3% | +10.9% | -10.0% |
| 6M | +17.9% | -23.7% | +41.7% | +24.2% |
| YTD | -25.5% | -49.9% | +24.5% | -15.3% |
| 1Y | -12.1% | -42.0% | +29.9% | -3.5% |
| 3Y | -5.9% | -25.3% | +19.4% | -15.3% |
| 5Y | -43.7% | -93.4% | +49.7% | -42.9% |
| All | -7.2% | -15.8% | +8.6% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling