+132.5%
MRK vs UPST
-21.5%
+154.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | -0.4% |
| 7D | +2.3% | -4.5% | +6.8% | +2.4% |
| 30D | +1.7% | -15.3% | +17.0% | +1.8% |
| 3M | +13.8% | -32.4% | +46.2% | +14.0% |
| 6M | +34.7% | -29.5% | +64.2% | +34.9% |
| YTD | +43.6% | -53.3% | +96.9% | +44.1% |
| 1Y | +75.7% | -47.4% | +123.0% | +76.2% |
| 3Y | +60.0% | -2.2% | +62.2% | +61.6% |
| 5Y | +105.4% | -92.0% | +197.4% | +105.9% |
| All | +132.5% | -21.5% | +154.0% | +136.8% |
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