+46.9%
MCD vs UPST
-20.9%
+67.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.6% |
| 7D | -1.9% | -12.1% | +10.1% | -1.8% |
| 30D | +16.6% | -13.4% | +30.0% | +16.8% |
| 3M | +0.9% | -31.2% | +32.2% | +1.4% |
| 6M | +1.5% | -28.3% | +29.8% | +1.8% |
| YTD | -8.3% | -53.0% | +44.7% | -7.7% |
| 1Y | -8.1% | -47.2% | +39.1% | -7.6% |
| 3Y | +10.3% | -1.5% | +11.8% | +9.0% |
| 5Y | +23.4% | -91.6% | +115.1% | +22.3% |
| All | +46.9% | -20.9% | +67.8% | +47.6% |
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