-10.5%
MLM vs UPST
-48.7%
+38.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.1% | +1.0% |
| 7D | +9.1% | -3.1% | +12.3% | +9.5% |
| 30D | +14.6% | -4.0% | +18.6% | +15.0% |
| 3M | +0.3% | -22.9% | +23.2% | +3.6% |
| 6M | -7.5% | -27.1% | +19.7% | -4.3% |
| YTD | -10.2% | -46.5% | +36.3% | -3.2% |
| 1Y | -10.5% | -49.4% | +39.0% | -3.2% |
| All | -10.5% | -48.7% | +38.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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