+976.6%
MPC vs UPST
+7.9%
+968.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | +5.4% | -3.5% | +9.0% | +5.6% |
| 30D | +31.0% | -7.1% | +38.1% | +31.2% |
| 3M | +46.0% | -13.1% | +59.1% | +46.5% |
| 6M | +77.3% | -1.1% | +78.4% | +76.5% |
| YTD | +141.9% | -35.9% | +177.8% | +144.4% |
| 1Y | +120.9% | -57.4% | +178.3% | +126.0% |
| 3Y | +182.7% | -14.9% | +197.6% | +177.2% |
| 5Y | +646.4% | -88.7% | +735.1% | +626.6% |
| All | +976.6% | +7.9% | +968.8% | +955.2% |
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