+3.3%
MUB vs UPST
+7.9%
-4.6%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | 0.0% |
| 7D | -0.9% | -3.5% | +2.7% | -0.8% |
| 30D | -1.4% | -7.1% | +5.7% | -1.4% |
| 3M | -2.2% | -13.1% | +10.9% | -2.1% |
| 6M | -1.9% | -1.1% | -0.8% | -1.9% |
| YTD | -0.8% | -35.9% | +35.1% | -0.7% |
| 1Y | +2.7% | -57.4% | +60.2% | +3.0% |
| 3Y | +8.6% | -14.9% | +23.5% | +8.2% |
| 5Y | +2.0% | -88.7% | +90.7% | +1.4% |
| All | +3.3% | +7.9% | -4.6% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling