+130.3%
MRK vs UPST
-0.4%
+130.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.6% |
| 7D | -2.7% | -8.1% | +5.4% | -2.7% |
| 30D | +12.7% | -14.3% | +27.0% | +12.8% |
| 3M | +24.2% | -16.6% | +40.9% | +24.4% |
| 6M | +27.8% | -7.3% | +35.1% | +27.8% |
| YTD | +42.2% | -40.8% | +83.0% | +42.6% |
| 1Y | +80.2% | -62.4% | +142.6% | +81.0% |
| 3Y | +48.4% | -15.3% | +63.7% | +49.4% |
| 5Y | +133.6% | -91.1% | +224.6% | +133.6% |
| All | +130.3% | -0.4% | +130.7% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling