+18.3%
MCHP vs UPST
-0.4%
+18.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | 0.0% |
| 7D | +0.3% | -8.1% | +8.4% | +1.4% |
| 30D | -9.8% | -14.3% | +4.5% | -8.1% |
| 3M | -19.7% | -16.6% | -3.1% | -17.9% |
| 6M | +13.6% | -7.3% | +20.8% | +13.8% |
| YTD | +16.5% | -40.8% | +57.3% | +22.4% |
| 1Y | +15.7% | -62.4% | +78.1% | +27.7% |
| 3Y | 0.0% | -15.3% | +15.3% | -5.6% |
| 5Y | +4.4% | -91.1% | +95.5% | +1.2% |
| All | +18.3% | -0.4% | +18.7% | +7.4% |
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