+6.6%
MDLZ vs UPST
-4.9%
+11.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.7% | +1.5% |
| 7D | +2.3% | -10.6% | +12.9% | +2.3% |
| 30D | +7.9% | -14.0% | +21.9% | +7.9% |
| 3M | +7.3% | -36.8% | +44.1% | +7.2% |
| 6M | +11.7% | -27.5% | +39.2% | +11.5% |
| YTD | +28.7% | -55.3% | +84.0% | +28.9% |
| 1Y | +22.8% | -47.5% | +70.3% | +22.7% |
| 3Y | +6.6% | -10.4% | +17.0% | +4.9% |
| All | +6.6% | -4.9% | +11.5% | +4.9% |
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 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