+53.9%
MMM vs UPST
-15.8%
+69.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +6.2% | -4.9% | +11.1% | +6.5% |
| 30D | +14.2% | -8.9% | +23.1% | +14.8% |
| 3M | +2.9% | -26.3% | +29.2% | +4.6% |
| 6M | +27.6% | -23.7% | +51.3% | +29.0% |
| YTD | +17.3% | -49.9% | +67.2% | +20.9% |
| 1Y | +15.1% | -42.0% | +57.1% | +17.5% |
| 3Y | +157.1% | -25.3% | +182.4% | +150.5% |
| 5Y | +45.1% | -93.4% | +138.5% | +40.3% |
| All | +53.9% | -15.8% | +69.7% | +45.0% |
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