-90.2%
UPST vs MKC
-33.2%
-56.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -1.5% | -4.3% | +2.9% | -0.5% |
| 30D | -13.2% | -2.0% | -11.2% | -12.8% |
| 3M | -13.0% | +10.0% | -23.0% | -14.9% |
| 6M | -2.9% | -18.5% | +15.6% | +1.2% |
| YTD | -38.3% | -22.4% | -15.9% | -35.4% |
| 1Y | -60.5% | -23.6% | -36.8% | -58.6% |
| 3Y | -11.7% | -30.4% | +18.7% | -7.8% |
| 5Y | -90.2% | -34.2% | -56.0% | -88.1% |
| All | -90.2% | -33.2% | -56.9% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling