Since macOS Monterey however, you can also do this without the need for any 3rd party tools, or website, straight in Terminal with:

networkQuality -s

Note : the "-s" makes it that upload and download speed are tested individually, where as omitting the "-s" will have them run simultaneously.

The output will look something like this.

First the download speed:

current download capacity: 414.563 Mbps - current upload capacity: 0.000 Mbps

Then the upload speed:

current download capacity: 414.563 Mbps - current upload capacity: 257.087 Mbps

And finally the summary:

==== SUMMARY ====                                                                                         
Upload capacity: 457.172 Mbps
Download capacity: 461.804 Mbps
Upload flows: 16
Download flows: 12
Upload Responsiveness: High (2424 RPM)
Download Responsiveness: High (3157 RPM)