+167.2%
MMM vs UPST
+2.1%
+165.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.7% |
| 7D | +5.8% | +4.4% | +1.3% | +5.4% |
| 30D | +17.9% | -7.7% | +25.6% | +18.6% |
| 3M | +3.6% | -28.4% | +32.0% | +6.2% |
| 6M | +32.9% | -23.2% | +56.1% | +35.0% |
| YTD | +19.5% | -49.1% | +68.6% | +24.8% |
| 1Y | +16.5% | -42.4% | +58.9% | +20.2% |
| 3Y | +167.2% | +5.4% | +161.8% | +159.4% |
| All | +167.2% | +2.1% | +165.1% | +159.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling