-6.4%
MDB vs UPST
-13.8%
+7.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.8% |
| 7D | -17.4% | -3.5% | -13.9% | -16.9% |
| 30D | -2.0% | -7.1% | +5.1% | -0.6% |
| 3M | -3.0% | -13.1% | +10.1% | -0.4% |
| 6M | +48.7% | -1.1% | +49.8% | +48.1% |
| YTD | -12.1% | -35.9% | +23.7% | -5.8% |
| 1Y | +14.5% | -57.4% | +71.9% | +30.6% |
| All | -6.4% | -13.8% | +7.3% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling