-16.1%
MCHP vs UPST
-3.8%
-12.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -0.3% |
| 7D | -22.6% | -4.5% | -18.1% | -21.9% |
| 30D | -20.1% | -15.3% | -4.8% | -17.7% |
| 3M | -25.4% | -32.4% | +7.0% | -20.2% |
| 6M | -38.4% | -29.5% | -8.9% | -34.7% |
| YTD | -3.7% | -53.3% | +49.6% | +7.9% |
| 1Y | +11.7% | -47.4% | +59.1% | +22.1% |
| 3Y | -16.1% | -2.2% | -13.9% | -18.3% |
| All | -16.1% | -3.8% | -12.3% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling