-30.7%
UPST vs MKC
-41.8%
+11.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.4% | -5.8% | -7.8% |
| 7D | -4.5% | -2.4% | -2.1% | -3.9% |
| 30D | -15.3% | +5.4% | -20.7% | -16.2% |
| 3M | -32.4% | -11.1% | -21.3% | -30.9% |
| 6M | -29.5% | -1.4% | -28.1% | -29.5% |
| YTD | -53.3% | -29.4% | -23.9% | -50.5% |
| 1Y | -47.4% | -24.7% | -22.6% | -45.2% |
| 3Y | -2.2% | -21.8% | +19.6% | +0.5% |
| 5Y | -92.0% | -36.0% | -56.0% | -91.7% |
| All | -30.7% | -41.8% | +11.1% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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