+428.5%
MCK vs UPST
-1.6%
+430.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -2.9% | -8.8% | +5.9% | -3.0% |
| 30D | +0.4% | -12.1% | +12.5% | +0.4% |
| 3M | +12.1% | -19.5% | +31.6% | +12.0% |
| 6M | -5.4% | -6.8% | +1.4% | -5.4% |
| YTD | +7.8% | -41.5% | +49.3% | +7.7% |
| 1Y | +22.9% | -58.9% | +81.8% | +22.8% |
| 3Y | +110.7% | -15.2% | +125.9% | +109.6% |
| 5Y | +346.2% | -90.5% | +436.7% | +352.7% |
| All | +428.5% | -1.6% | +430.1% | +417.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling