-4.8%
UPST vs MKC
-35.8%
+31.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | -3.5% | -5.9% | +2.3% | -2.4% |
| 30D | -7.1% | -0.9% | -6.2% | -7.0% |
| 3M | -13.1% | +12.7% | -25.8% | -15.3% |
| 6M | -1.1% | -19.3% | +18.2% | +2.9% |
| YTD | -35.9% | -22.2% | -13.7% | -33.2% |
| 1Y | -57.4% | -23.3% | -34.1% | -55.6% |
| 3Y | -14.9% | -30.0% | +15.1% | -11.6% |
| 5Y | -88.7% | -33.8% | -54.9% | -88.4% |
| All | -4.8% | -35.8% | +31.0% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling