+116.0%
MTUM vs UPST
-16.7%
+132.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.6% |
| 7D | +4.1% | -8.1% | +12.2% | +5.0% |
| 30D | +0.6% | -14.3% | +14.9% | +2.1% |
| 3M | -0.6% | -16.6% | +16.0% | +1.0% |
| 6M | +25.3% | -7.3% | +32.6% | +25.4% |
| YTD | +23.8% | -40.8% | +64.6% | +28.6% |
| 1Y | +25.4% | -62.4% | +87.8% | +34.9% |
| All | +116.0% | -16.7% | +132.7% | +109.7% |
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 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