+36.1%
MDLZ vs UPST
-21.5%
+57.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.3% | +8.4% | +0.2% |
| 7D | +2.2% | -4.5% | +6.7% | +2.2% |
| 30D | +10.1% | -15.3% | +25.5% | +10.3% |
| 3M | +9.1% | -32.4% | +41.5% | +9.4% |
| 6M | +10.0% | -29.5% | +39.5% | +10.2% |
| YTD | +26.8% | -53.3% | +80.2% | +27.5% |
| 1Y | +22.5% | -47.4% | +69.9% | +22.9% |
| 3Y | +5.3% | -2.2% | +7.5% | +3.6% |
| 5Y | +21.4% | -92.0% | +113.5% | +19.3% |
| All | +36.1% | -21.5% | +57.6% | +33.1% |
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