+21.6%
MCD vs UPST
-88.8%
+110.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -2.8% | -3.5% | +0.7% | -2.8% |
| 30D | -6.0% | -7.1% | +1.1% | -5.9% |
| 3M | -5.6% | -13.1% | +7.5% | -5.4% |
| 6M | -21.9% | -1.1% | -20.8% | -22.0% |
| YTD | -14.7% | -35.9% | +21.2% | -14.3% |
| 1Y | -17.3% | -57.4% | +40.2% | -16.3% |
| 3Y | -2.2% | -14.9% | +12.7% | -4.0% |
| All | +21.6% | -88.8% | +110.4% | +21.0% |
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