+25.2%
MCD vs UPST
-93.3%
+118.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.1% | +1.8% |
| 7D | +5.9% | +4.4% | +1.5% | +5.9% |
| 30D | +19.6% | -7.7% | +27.3% | +19.8% |
| 3M | +3.3% | -28.4% | +31.7% | +3.8% |
| 6M | +3.5% | -23.2% | +26.7% | +3.8% |
| YTD | -6.1% | -49.1% | +43.0% | -5.3% |
| 1Y | -3.7% | -42.4% | +38.7% | -3.1% |
| 3Y | +13.4% | +5.4% | +8.0% | +11.1% |
| 5Y | +25.2% | -92.9% | +118.1% | +27.0% |
| All | +25.2% | -93.3% | +118.5% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling