+24.2%
MDLZ vs UPST
+7.9%
+16.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.3% |
| 7D | -1.7% | -3.5% | +1.8% | -1.7% |
| 30D | -2.1% | -7.1% | +5.0% | -2.1% |
| 3M | +1.3% | -13.1% | +14.4% | +1.4% |
| 6M | +6.2% | -1.1% | +7.3% | +6.1% |
| YTD | +15.8% | -35.9% | +51.6% | +16.1% |
| 1Y | +4.1% | -57.4% | +61.5% | +4.8% |
| 3Y | -4.1% | -14.9% | +10.8% | -5.4% |
| 5Y | +13.4% | -88.7% | +102.0% | +11.1% |
| All | +24.2% | +7.9% | +16.4% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling