-80.8%
UPST vs MNDY
-47.4%
-33.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | +2.0% |
| 7D | -3.5% | -9.6% | +6.0% | +2.0% |
| 30D | -7.1% | -0.4% | -6.7% | -8.0% |
| 3M | -13.1% | +4.3% | -17.4% | -17.9% |
| 6M | -1.1% | +19.8% | -20.9% | -16.7% |
| YTD | -35.9% | -38.3% | +2.4% | -22.1% |
| 1Y | -57.4% | -50.1% | -7.3% | -42.1% |
| 3Y | -14.9% | -48.4% | +33.6% | -2.3% |
| 5Y | -88.7% | -76.0% | -12.6% | -84.3% |
| All | -80.8% | -47.4% | -33.4% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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