+155.2%
MPWR vs UPST
-88.8%
+244.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.4% |
| YTD | +35.5% | -35.9% | +71.4% | +44.3% |
| 1Y | +45.3% | -57.4% | +102.7% | +66.2% |
| 3Y | +138.5% | -14.9% | +153.3% | +110.2% |
| All | +155.2% | -88.8% | +244.0% | +151.7% |
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