+434.6%
MCK vs UPST
-0.4%
+435.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.3% |
| 7D | -3.6% | -8.1% | +4.5% | -3.6% |
| 30D | +1.4% | -14.3% | +15.7% | +1.4% |
| 3M | +13.8% | -16.6% | +30.5% | +13.8% |
| 6M | -5.2% | -7.3% | +2.1% | -5.2% |
| YTD | +9.0% | -40.8% | +49.8% | +8.9% |
| 1Y | +26.9% | -62.4% | +89.3% | +26.7% |
| 3Y | +114.7% | -15.3% | +130.0% | +113.6% |
| 5Y | +347.1% | -91.1% | +438.2% | +354.3% |
| All | +434.6% | -0.4% | +435.0% | +423.5% |
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 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