+931.9%
MPC vs UPST
-15.8%
+947.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -16.2% | -4.9% | -11.3% | -16.1% |
| 30D | -15.7% | -8.9% | -6.9% | -15.5% |
| 3M | +24.9% | -26.3% | +51.2% | +25.9% |
| 6M | +52.7% | -23.7% | +76.4% | +53.4% |
| YTD | +131.9% | -49.9% | +181.8% | +135.9% |
| 1Y | +96.6% | -42.0% | +138.6% | +98.8% |
| 3Y | +163.8% | -25.3% | +189.1% | +159.9% |
| 5Y | +533.1% | -93.4% | +626.5% | +520.1% |
| All | +931.9% | -15.8% | +947.7% | +918.4% |
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