+4.4%
MCHP vs UPST
-90.4%
+94.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.1% |
| 7D | +0.3% | -8.1% | +8.4% | +1.7% |
| 30D | -9.8% | -14.3% | +4.5% | -7.7% |
| 3M | -19.7% | -16.6% | -3.1% | -17.5% |
| 6M | +13.6% | -7.3% | +20.8% | +13.8% |
| YTD | +16.5% | -40.8% | +57.3% | +24.0% |
| 1Y | +15.7% | -62.4% | +78.1% | +31.1% |
| 3Y | 0.0% | -15.3% | +15.3% | -8.2% |
| 5Y | +4.4% | -91.1% | +95.5% | +6.4% |
| All | +4.4% | -90.4% | +94.8% | +6.4% |
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 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