+35.0%
MDLZ vs UPST
-15.8%
+50.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | +1.7% | -4.9% | +6.6% | +1.7% |
| 30D | +11.2% | -8.9% | +20.0% | +11.2% |
| 3M | +6.1% | -26.3% | +32.5% | +6.4% |
| 6M | +8.6% | -23.7% | +32.3% | +8.7% |
| YTD | +25.8% | -49.9% | +75.8% | +26.4% |
| 1Y | +21.7% | -42.0% | +63.6% | +22.0% |
| 3Y | +5.8% | -25.3% | +31.1% | +4.4% |
| 5Y | +21.4% | -93.4% | +114.8% | +19.2% |
| All | +35.0% | -15.8% | +50.8% | +32.0% |
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