+979.3%
MPC vs UPST
-14.4%
+993.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.5% |
| 7D | -9.4% | +4.4% | -13.8% | -9.6% |
| 30D | -14.3% | -7.7% | -6.6% | -14.2% |
| 3M | +31.1% | -28.4% | +59.5% | +32.3% |
| 6M | +60.3% | -23.2% | +83.4% | +61.0% |
| YTD | +142.5% | -49.1% | +191.6% | +146.6% |
| 1Y | +104.6% | -42.4% | +146.9% | +106.9% |
| 3Y | +191.7% | +5.4% | +186.4% | +185.2% |
| 5Y | +549.2% | -92.9% | +642.1% | +535.5% |
| All | +979.3% | -14.4% | +993.8% | +964.7% |
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