-14.8%
UPST vs MDY
+72.1%
-87.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.1% | -0.6% |
| 7D | -12.0% | -2.5% | -9.5% | -5.9% |
| 30D | -16.0% | -5.0% | -11.0% | -3.7% |
| 3M | -17.2% | +0.5% | -17.6% | -17.3% |
| 6M | -10.9% | +8.0% | -18.9% | -26.4% |
| YTD | -42.6% | +12.2% | -54.8% | -56.5% |
| 1Y | -59.8% | +14.0% | -73.8% | -70.4% |
| 3Y | -17.9% | +48.2% | -66.1% | -63.9% |
| 5Y | -90.7% | +46.1% | -136.8% | -94.6% |
| All | -14.8% | +72.1% | -87.0% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling