+45.4%
MCD vs UPST
-24.8%
+70.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.6% |
| 7D | -1.6% | -10.6% | +9.0% | -1.5% |
| 30D | +14.1% | -14.0% | +28.1% | +14.3% |
| 3M | +0.6% | -36.8% | +37.4% | +1.1% |
| 6M | 0.0% | -27.5% | +27.6% | +0.3% |
| YTD | -9.3% | -55.3% | +46.0% | -8.6% |
| 1Y | -9.3% | -47.5% | +38.2% | -8.8% |
| 3Y | +8.6% | -10.4% | +19.1% | +7.4% |
| 5Y | +21.9% | -92.6% | +114.5% | +20.8% |
| All | +45.4% | -24.8% | +70.2% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling