+156.2%
MPWR vs UPST
-92.5%
+248.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.1% | -4.4% |
| 7D | +16.8% | -10.6% | +27.5% | +19.5% |
| 30D | +11.9% | -14.0% | +25.8% | +14.7% |
| 3M | +2.2% | -36.8% | +39.0% | +11.4% |
| 6M | -15.5% | -27.5% | +12.0% | -10.9% |
| YTD | +54.2% | -55.3% | +109.5% | +75.8% |
| 1Y | +51.5% | -47.5% | +99.0% | +66.4% |
| 3Y | +180.2% | -10.4% | +190.7% | +145.7% |
| All | +156.2% | -92.5% | +248.7% | +184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling