+78.9%
MET vs UPST
-93.6%
+172.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -1.2% | -4.9% | +3.7% | -0.9% |
| 30D | +3.2% | -8.9% | +12.1% | +3.8% |
| 3M | -1.1% | -26.3% | +25.2% | +0.8% |
| 6M | +25.0% | -23.7% | +48.8% | +26.7% |
| YTD | +27.9% | -49.9% | +77.8% | +32.8% |
| 1Y | +32.9% | -42.0% | +74.8% | +36.4% |
| 3Y | +78.8% | -25.3% | +104.1% | +72.8% |
| All | +78.9% | -93.6% | +172.5% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling