-12.1%
UPST vs MDY
+73.8%
-85.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -3.0% | -1.3% |
| 7D | -8.1% | -0.8% | -7.3% | -6.2% |
| 30D | -14.3% | -3.9% | -10.4% | -4.8% |
| 3M | -16.6% | 0.0% | -16.6% | -15.7% |
| 6M | -7.3% | +8.5% | -15.8% | -24.5% |
| YTD | -40.8% | +13.2% | -54.0% | -56.2% |
| 1Y | -62.4% | +15.0% | -77.5% | -73.0% |
| 3Y | -15.3% | +49.6% | -64.9% | -63.7% |
| 5Y | -91.1% | +46.0% | -137.1% | -94.8% |
| All | -12.1% | +73.8% | -85.9% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling