+151.1%
MET vs UPST
+7.9%
+143.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | +1.2% | -3.5% | +4.7% | +1.4% |
| 30D | +1.4% | -7.1% | +8.5% | +1.8% |
| 3M | +17.7% | -13.1% | +30.8% | +18.4% |
| 6M | +35.0% | -1.1% | +36.1% | +34.4% |
| YTD | +26.3% | -35.9% | +62.1% | +28.5% |
| 1Y | +22.8% | -57.4% | +80.2% | +27.5% |
| 3Y | +65.9% | -14.9% | +80.8% | +60.3% |
| 5Y | +85.4% | -88.7% | +174.0% | +80.6% |
| All | +151.1% | +7.9% | +143.2% | +137.1% |
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 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