-33.6%
UPST vs MKC
-41.5%
+7.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +1.0% | +1.9% |
| 7D | -10.6% | -3.0% | -7.7% | -10.0% |
| 30D | -14.0% | +4.8% | -18.8% | -14.8% |
| 3M | -36.8% | -12.8% | -24.0% | -35.1% |
| 6M | -27.5% | +5.0% | -32.6% | -28.4% |
| YTD | -55.3% | -29.1% | -26.2% | -52.6% |
| 1Y | -47.5% | -26.4% | -21.2% | -45.0% |
| 3Y | -10.4% | -21.6% | +11.2% | -8.0% |
| 5Y | -92.6% | -35.2% | -57.3% | -92.3% |
| All | -33.6% | -41.5% | +7.9% | -32.3% |
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