+284.1%
MPWR vs UPST
+7.9%
+276.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | -2.6% | -3.5% | +1.0% | -2.0% |
| 30D | -9.0% | -7.1% | -1.9% | -8.1% |
| 3M | -25.8% | -13.1% | -12.8% | -24.3% |
| 6M | +11.8% | -1.1% | +12.8% | +10.7% |
| YTD | +35.5% | -35.9% | +71.4% | +42.6% |
| 1Y | +45.3% | -57.4% | +102.7% | +61.9% |
| 3Y | +138.5% | -14.9% | +153.3% | +118.9% |
| 5Y | +152.8% | -88.7% | +241.4% | +140.5% |
| All | +284.1% | +7.9% | +276.2% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling