-11.7%
UPST vs MKC
-29.9%
+18.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -1.5% | -4.3% | +2.9% | -0.4% |
| 30D | -13.2% | -2.0% | -11.2% | -12.8% |
| 3M | -13.0% | +10.0% | -23.0% | -15.2% |
| 6M | -2.9% | -18.5% | +15.6% | +2.0% |
| YTD | -38.3% | -22.4% | -15.9% | -34.9% |
| 1Y | -60.5% | -23.6% | -36.8% | -58.1% |
| 3Y | -11.7% | -30.4% | +18.7% | -6.1% |
| All | -11.7% | -29.9% | +18.1% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling