+0.5%
MCHP vs UPST
-14.8%
+15.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.4% |
| 7D | +2.8% | -1.5% | +4.3% | +3.0% |
| 30D | -12.8% | -13.2% | +0.4% | -10.7% |
| 3M | -19.2% | -13.0% | -6.2% | -17.3% |
| 6M | +14.5% | -2.9% | +17.4% | +13.8% |
| YTD | +17.1% | -38.3% | +55.4% | +24.8% |
| 1Y | +15.3% | -60.5% | +75.8% | +31.9% |
| 3Y | +0.5% | -11.7% | +12.2% | -7.8% |
| All | +0.5% | -14.8% | +15.3% | -7.8% |
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