-5.1%
MDT vs UPST
-0.4%
-4.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.4% |
| 7D | -0.3% | -8.1% | +7.8% | 0.0% |
| 30D | +2.8% | -14.3% | +17.1% | +3.3% |
| 3M | +13.1% | -16.6% | +29.7% | +13.7% |
| 6M | +2.3% | -7.3% | +9.6% | +2.3% |
| YTD | -2.7% | -40.8% | +38.1% | -1.5% |
| 1Y | +0.9% | -62.4% | +63.3% | +3.5% |
| 3Y | +26.8% | -15.3% | +42.1% | +23.1% |
| 5Y | -19.5% | -91.1% | +71.6% | -22.3% |
| All | -5.1% | -0.4% | -4.7% | -10.2% |
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 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