+19.5%
MP vs UPST
-14.8%
+34.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.3% | -0.7% | -5.1% |
| 7D | -19.0% | -10.9% | -8.1% | -17.4% |
| 30D | -30.5% | -7.2% | -23.3% | -29.6% |
| 3M | -29.6% | -26.7% | -2.9% | -25.5% |
| 6M | -50.4% | -29.0% | -21.5% | -47.6% |
| YTD | -33.2% | -49.4% | +16.2% | -25.6% |
| 1Y | -38.6% | -47.0% | +8.4% | -32.3% |
| 3Y | +105.5% | -27.0% | +132.5% | +87.7% |
| 5Y | -7.8% | -93.3% | +85.5% | -4.0% |
| All | +19.5% | -14.8% | +34.4% | -22.2% |
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