-62.4%
UPST vs MKC
-24.0%
-38.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -4.1% |
| 7D | -8.1% | -4.3% | -3.8% | -8.5% |
| 30D | -14.3% | -3.1% | -11.2% | -14.5% |
| 3M | -16.6% | +6.8% | -23.5% | -15.6% |
| 6M | -7.3% | -18.3% | +11.1% | -15.6% |
| YTD | -40.8% | -23.1% | -17.7% | -47.8% |
| 1Y | -62.4% | -23.7% | -38.8% | -67.1% |
| All | -62.4% | -24.0% | -38.5% | -67.1% |
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