+52.7%
MMM vs UPST
-24.8%
+77.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -0.8% | -10.6% | +9.8% | -0.2% |
| 30D | +11.7% | -14.0% | +25.7% | +12.6% |
| 3M | +1.0% | -36.8% | +37.8% | +3.5% |
| 6M | +26.0% | -27.5% | +53.6% | +27.9% |
| YTD | +16.3% | -55.3% | +71.6% | +20.7% |
| 1Y | +9.6% | -47.5% | +57.2% | +12.6% |
| 3Y | +157.3% | -10.4% | +167.8% | +149.4% |
| 5Y | +42.5% | -92.6% | +135.1% | +38.4% |
| All | +52.7% | -24.8% | +77.5% | +44.7% |
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