+130.3%
MRK vs UPST
-90.2%
+220.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -1.2% |
| 7D | -0.9% | -1.5% | +0.6% | -0.9% |
| 30D | +15.5% | -13.2% | +28.7% | +15.6% |
| 3M | +25.1% | -13.0% | +38.1% | +25.2% |
| 6M | +30.1% | -2.9% | +33.0% | +30.0% |
| YTD | +43.1% | -38.3% | +81.4% | +43.6% |
| 1Y | +82.5% | -60.5% | +142.9% | +83.6% |
| 3Y | +49.3% | -11.7% | +61.1% | +50.5% |
| 5Y | +130.3% | -90.2% | +220.4% | +124.6% |
| All | +130.3% | -90.2% | +220.5% | +124.6% |
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