+132.0%
MRK vs UPST
-24.8%
+156.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | +0.5% |
| 7D | +0.7% | -10.6% | +11.3% | +0.8% |
| 30D | +0.3% | -14.0% | +14.2% | +0.4% |
| 3M | +9.7% | -36.8% | +46.5% | +10.0% |
| 6M | +32.0% | -27.5% | +59.5% | +32.2% |
| YTD | +43.3% | -55.3% | +98.5% | +43.9% |
| 1Y | +63.7% | -47.5% | +111.2% | +64.2% |
| 3Y | +58.0% | -10.4% | +68.5% | +59.6% |
| 5Y | +105.0% | -92.6% | +197.6% | +105.5% |
| All | +132.0% | -24.8% | +156.8% | +136.4% |
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 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