+35.9%
MDLZ vs UPST
-14.4%
+50.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | +0.1% | +4.4% | -4.3% | +0.1% |
| 30D | +10.0% | -7.7% | +17.7% | +10.0% |
| 3M | +7.1% | -28.4% | +35.5% | +7.3% |
| 6M | +9.8% | -23.2% | +33.0% | +9.9% |
| YTD | +26.6% | -49.1% | +75.8% | +27.2% |
| 1Y | +20.3% | -42.4% | +62.7% | +20.7% |
| 3Y | +5.4% | +5.4% | +0.1% | +3.7% |
| 5Y | +22.2% | -92.9% | +115.1% | +20.0% |
| All | +35.9% | -14.4% | +50.3% | +32.8% |
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