-40.2%
MDB vs UPST
-91.6%
+51.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.3% | +9.7% | +3.6% |
| 7D | -1.0% | -4.5% | +3.5% | -0.1% |
| 30D | -14.0% | -15.3% | +1.3% | -10.3% |
| 3M | -20.3% | -32.4% | +12.1% | -12.0% |
| 6M | +10.9% | -29.5% | +40.4% | +20.4% |
| YTD | -20.9% | -53.3% | +32.4% | -5.7% |
| 1Y | -11.2% | -47.4% | +36.1% | +2.0% |
| 3Y | -11.9% | -2.2% | -9.7% | -30.8% |
| 5Y | -40.2% | -92.0% | +51.9% | -12.9% |
| All | -40.2% | -91.6% | +51.4% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling