+274.2%
MPWR vs UPST
-15.8%
+290.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +5.4% |
| 7D | -1.7% | -4.9% | +3.2% | -1.1% |
| 30D | -16.5% | -8.9% | -7.7% | -15.5% |
| 3M | -12.3% | -26.3% | +14.0% | -8.4% |
| 6M | -27.7% | -23.7% | -4.0% | -25.2% |
| YTD | +32.0% | -49.9% | +81.9% | +44.0% |
| 1Y | +25.1% | -42.0% | +67.1% | +32.8% |
| 3Y | +146.5% | -25.3% | +171.8% | +131.0% |
| 5Y | +126.0% | -93.4% | +219.4% | +126.8% |
| All | +274.2% | -15.8% | +290.0% | +218.1% |
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