+117.2%
MPC vs UPST
-48.7%
+165.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +9.4% | -17.5% | -7.6% |
| 7D | -10.9% | -3.1% | -7.8% | -10.8% |
| 30D | -9.4% | -4.0% | -5.4% | -9.3% |
| 3M | +26.0% | -22.9% | +48.8% | +25.4% |
| 6M | +56.5% | -27.1% | +83.6% | +56.1% |
| YTD | +144.3% | -46.5% | +190.8% | +146.8% |
| 1Y | +117.2% | -49.4% | +166.7% | +119.3% |
| All | +117.2% | -48.7% | +165.9% | +119.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling