+43.5%
MLM vs UPST
-88.8%
+132.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.3% |
| 7D | -2.9% | -3.5% | +0.6% | -2.6% |
| 30D | -6.8% | -7.1% | +0.3% | -6.3% |
| 3M | -11.2% | -13.1% | +1.8% | -10.3% |
| 6M | -21.8% | -1.1% | -20.7% | -22.3% |
| YTD | -17.0% | -35.9% | +18.9% | -14.6% |
| 1Y | -16.4% | -57.4% | +41.0% | -11.4% |
| 3Y | +14.5% | -14.9% | +29.3% | +6.4% |
| All | +43.5% | -88.8% | +132.3% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling