+136.7%
MPWR vs UPST
-13.8%
+150.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.2% |
| 7D | -2.6% | -3.5% | +1.0% | -1.9% |
| 30D | -9.0% | -7.1% | -1.9% | -7.9% |
| 3M | -25.8% | -13.1% | -12.8% | -23.9% |
| 6M | +11.8% | -1.1% | +12.8% | +10.3% |
| YTD | +35.5% | -35.9% | +71.4% | +44.3% |
| 1Y | +45.3% | -57.4% | +102.7% | +66.6% |
| All | +136.7% | -13.8% | +150.5% | +115.1% |
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 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