-13.1%
MLM vs UPST
-43.8%
+30.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.3% | +0.1% | -4.4% |
| 7D | -1.2% | -10.9% | +9.6% | +0.3% |
| 30D | +7.9% | -7.2% | +15.1% | +8.8% |
| 3M | -4.5% | -26.7% | +22.2% | -0.6% |
| 6M | -12.6% | -29.0% | +16.3% | -9.3% |
| YTD | -14.9% | -49.4% | +34.5% | -7.7% |
| 1Y | -13.1% | -47.0% | +33.9% | -6.7% |
| All | -13.1% | -43.8% | +30.7% | -6.7% |
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