+114.8%
MPWR vs UPST
-93.2%
+208.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -5.3% | -5.0% | -9.2% |
| 7D | -5.6% | -10.9% | +5.2% | -3.7% |
| 30D | -23.2% | -7.2% | -16.0% | -22.4% |
| 3M | -15.8% | -26.7% | +10.9% | -11.0% |
| 6M | -28.5% | -29.0% | +0.4% | -24.5% |
| YTD | +25.5% | -49.4% | +74.8% | +39.4% |
| 1Y | +13.9% | -47.0% | +60.9% | +24.8% |
| 3Y | +134.6% | -27.0% | +161.5% | +112.5% |
| 5Y | +114.8% | -93.3% | +208.2% | +120.4% |
| All | +114.8% | -93.2% | +208.0% | +120.4% |
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