+15.0%
MMM vs UPST
-48.7%
+63.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.2% |
| 7D | +7.0% | -4.5% | +11.5% | +7.5% |
| 30D | +18.4% | -15.3% | +33.7% | +20.0% |
| 3M | +4.5% | -32.4% | +36.9% | +7.6% |
| 6M | +33.4% | -29.5% | +62.9% | +36.5% |
| YTD | +20.0% | -53.3% | +73.3% | +27.0% |
| 1Y | +15.0% | -47.4% | +62.4% | +20.0% |
| All | +15.0% | -48.7% | +63.7% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling