+1,042.9%
MPC vs UPST
-26.3%
+1,069.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.9% | +9.3% | +2.7% |
| 7D | +9.4% | -13.5% | +22.9% | +9.9% |
| 30D | -13.4% | -19.6% | +6.2% | -12.9% |
| 3M | +18.9% | -34.2% | +53.1% | +20.3% |
| 6M | +64.9% | -31.2% | +96.1% | +66.2% |
| YTD | +156.8% | -56.2% | +213.0% | +162.3% |
| 1Y | +113.2% | -51.7% | +164.8% | +116.7% |
| 3Y | +201.8% | -8.2% | +210.0% | +196.3% |
| 5Y | +601.4% | -92.8% | +694.1% | +589.1% |
| All | +1,042.9% | -26.3% | +1,069.3% | +1,032.5% |
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