+57.4%
MMM vs UPST
-21.5%
+78.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +0.9% |
| 7D | +7.0% | -4.5% | +11.5% | +7.2% |
| 30D | +18.4% | -15.3% | +33.7% | +19.4% |
| 3M | +4.5% | -32.4% | +36.9% | +6.7% |
| 6M | +33.4% | -29.5% | +62.9% | +35.5% |
| YTD | +20.0% | -53.3% | +73.3% | +24.2% |
| 1Y | +15.0% | -47.4% | +62.4% | +18.1% |
| 3Y | +165.0% | -2.2% | +167.2% | +155.6% |
| 5Y | +47.9% | -92.0% | +140.0% | +43.3% |
| All | +57.4% | -21.5% | +78.9% | +48.8% |
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