+43.4%
MMM vs UPST
-92.5%
+135.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -0.4% | -10.6% | +10.3% | +0.5% |
| 30D | +12.1% | -14.0% | +26.1% | +13.4% |
| 3M | +1.4% | -36.8% | +38.3% | +4.9% |
| 6M | +26.6% | -27.5% | +54.1% | +29.0% |
| YTD | +16.8% | -55.3% | +72.1% | +22.8% |
| 1Y | +10.1% | -47.5% | +57.6% | +14.1% |
| 3Y | +158.4% | -10.4% | +168.9% | +145.0% |
| All | +43.4% | -92.5% | +135.9% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling