+1,047.9%
MPC vs UPST
-24.8%
+1,072.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.4% |
| 7D | +11.2% | -10.6% | +21.9% | +11.6% |
| 30D | -14.5% | -14.0% | -0.5% | -14.2% |
| 3M | +16.7% | -36.8% | +53.5% | +18.2% |
| 6M | +67.6% | -27.5% | +95.1% | +68.6% |
| YTD | +157.9% | -55.3% | +213.2% | +163.2% |
| 1Y | +116.7% | -47.5% | +164.2% | +119.7% |
| 3Y | +199.8% | -10.4% | +210.2% | +194.5% |
| 5Y | +604.4% | -92.6% | +697.0% | +591.7% |
| All | +1,047.9% | -24.8% | +1,072.7% | +1,036.7% |
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