+345.8%
MCK vs UPST
-91.3%
+437.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -1.3% |
| 7D | -4.4% | -12.0% | +7.6% | -4.6% |
| 30D | -2.2% | -16.0% | +13.8% | -2.4% |
| 3M | +11.6% | -17.2% | +28.7% | +11.3% |
| 6M | -4.9% | -10.9% | +5.9% | -5.0% |
| YTD | +7.7% | -42.6% | +50.3% | +7.2% |
| 1Y | +25.2% | -59.8% | +85.0% | +24.3% |
| 3Y | +112.1% | -17.9% | +130.0% | +112.7% |
| 5Y | +345.8% | -90.7% | +436.6% | +354.9% |
| All | +345.8% | -91.3% | +437.2% | +354.9% |
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