+167.0%
MPC vs UPST
-28.6%
+195.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.3% | +1.4% | -3.7% |
| 7D | -12.8% | -10.9% | -1.9% | -12.3% |
| 30D | -12.7% | -7.2% | -5.5% | -12.5% |
| 3M | +27.1% | -26.7% | +53.8% | +28.8% |
| 6M | +45.8% | -29.0% | +74.8% | +47.6% |
| YTD | +134.7% | -49.4% | +184.1% | +141.6% |
| 1Y | +106.0% | -47.0% | +153.0% | +110.9% |
| All | +167.0% | -28.6% | +195.6% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling