-0.8%
MDB vs UPST
-24.8%
+23.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -2.1% |
| 7D | +6.8% | -10.6% | +17.5% | +9.2% |
| 30D | -6.2% | -14.0% | +7.8% | -3.4% |
| 3M | -29.2% | -36.8% | +7.6% | -22.4% |
| 6M | +10.3% | -27.5% | +37.8% | +17.2% |
| YTD | -20.4% | -55.3% | +34.9% | -7.5% |
| 1Y | -4.8% | -47.5% | +42.7% | +6.5% |
| 3Y | -11.6% | -10.4% | -1.1% | -22.6% |
| 5Y | -41.0% | -92.6% | +51.6% | -39.8% |
| All | -0.8% | -24.8% | +23.9% | -22.9% |
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