+30.0%
MDT vs UPST
-11.9%
+42.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.2% |
| 7D | +3.2% | -3.5% | +6.8% | +3.3% |
| 30D | +9.5% | -7.1% | +16.6% | +9.7% |
| 3M | +16.0% | -13.1% | +29.1% | +16.4% |
| 6M | +0.2% | -1.1% | +1.3% | -0.1% |
| YTD | -0.3% | -35.9% | +35.6% | +0.7% |
| 1Y | +4.7% | -57.4% | +62.1% | +7.0% |
| All | +30.0% | -11.9% | +42.0% | +25.3% |
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