+272.3%
MTZ vs UPST
-4.9%
+277.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.6% |
| 7D | +5.0% | -10.6% | +15.6% | +6.9% |
| 30D | -6.0% | -14.0% | +8.0% | -4.4% |
| 3M | -36.1% | -36.8% | +0.7% | -31.6% |
| 6M | -56.9% | -27.5% | -29.3% | -55.1% |
| YTD | -15.9% | -55.3% | +39.4% | -6.5% |
| 1Y | -3.8% | -47.5% | +43.7% | +3.9% |
| 3Y | +272.3% | -10.4% | +282.7% | +261.0% |
| All | +272.3% | -4.9% | +277.2% | +261.0% |
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 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