-16.9%
MCHP vs UPST
-91.6%
+74.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -0.6% |
| 7D | -22.6% | -4.5% | -18.1% | -22.0% |
| 30D | -20.1% | -15.3% | -4.8% | -18.1% |
| 3M | -25.4% | -32.4% | +7.0% | -21.0% |
| 6M | -38.4% | -29.5% | -8.9% | -35.3% |
| YTD | -3.7% | -53.3% | +49.6% | +6.2% |
| 1Y | +11.7% | -47.4% | +59.1% | +20.7% |
| 3Y | -16.1% | -2.2% | -13.9% | -23.4% |
| 5Y | -16.9% | -92.0% | +75.2% | -14.8% |
| All | -16.9% | -91.6% | +74.7% | -14.8% |
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 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