+326.7%
MPWR vs UPST
-21.5%
+348.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.1% | -0.9% |
| 7D | +2.2% | -4.5% | +6.7% | +2.9% |
| 30D | -2.1% | -15.3% | +13.2% | +0.3% |
| 3M | -1.6% | -32.4% | +30.9% | +4.2% |
| 6M | -14.9% | -29.5% | +14.6% | -10.9% |
| YTD | +50.5% | -53.3% | +103.9% | +66.1% |
| 1Y | +40.0% | -47.4% | +87.3% | +51.0% |
| 3Y | +175.0% | -2.2% | +177.2% | +150.0% |
| 5Y | +162.0% | -92.0% | +254.0% | +162.2% |
| All | +326.7% | -21.5% | +348.2% | +266.9% |
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