-47.4%
UPST vs MKC
-25.6%
-21.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.4% | -5.8% | -8.2% |
| 7D | -4.5% | -2.4% | -2.1% | -4.4% |
| 30D | -15.3% | +5.4% | -20.7% | -15.1% |
| 3M | -32.4% | -11.1% | -21.3% | -32.7% |
| 6M | -29.5% | -1.4% | -28.1% | -29.1% |
| YTD | -53.3% | -29.4% | -23.9% | -59.2% |
| 1Y | -47.4% | -24.7% | -22.6% | -52.9% |
| All | -47.4% | -25.6% | -21.8% | -52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling