+354.9%
MPWR vs UPST
-26.3%
+381.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.9% | +4.7% | -1.0% |
| 7D | +27.9% | -13.5% | +41.4% | +30.9% |
| 30D | +9.7% | -19.6% | +29.3% | +13.2% |
| 3M | +1.7% | -34.2% | +35.9% | +8.2% |
| 6M | -9.2% | -31.2% | +22.0% | -4.5% |
| YTD | +60.5% | -56.2% | +116.7% | +78.9% |
| 1Y | +52.0% | -51.7% | +103.7% | +66.3% |
| 3Y | +193.1% | -8.2% | +201.4% | +169.2% |
| 5Y | +167.3% | -92.8% | +260.0% | +170.8% |
| All | +354.9% | -26.3% | +381.3% | +295.2% |
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