-2.9%
MDB vs UPST
-14.4%
+11.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.3% |
| 7D | -0.9% | +4.4% | -5.3% | -1.9% |
| 30D | -15.2% | -7.7% | -7.5% | -13.8% |
| 3M | -17.9% | -28.4% | +10.5% | -12.1% |
| 6M | +9.3% | -23.2% | +32.5% | +14.9% |
| YTD | -22.0% | -49.1% | +27.1% | -11.7% |
| 1Y | -9.3% | -42.4% | +33.0% | -0.3% |
| 3Y | -10.4% | +5.4% | -15.7% | -24.1% |
| 5Y | -43.2% | -92.9% | +49.7% | -42.8% |
| All | -2.9% | -14.4% | +11.6% | -26.4% |
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