+20.2%
MCHP vs UPST
+7.9%
+12.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.7% |
| 7D | +1.7% | -3.5% | +5.2% | +2.2% |
| 30D | -4.1% | -7.1% | +3.0% | -3.2% |
| 3M | -22.5% | -13.1% | -9.4% | -21.2% |
| 6M | +7.3% | -1.1% | +8.4% | +6.7% |
| YTD | +18.4% | -35.9% | +54.2% | +23.2% |
| 1Y | +18.1% | -57.4% | +75.5% | +28.4% |
| 3Y | -2.8% | -14.9% | +12.1% | -8.4% |
| 5Y | +5.5% | -88.7% | +94.1% | +0.7% |
| All | +20.2% | +7.9% | +12.3% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling