+218.7%
MRVL vs UPST
-15.8%
+234.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.9% | +5.9% |
| 7D | -28.1% | -4.9% | -23.2% | -27.4% |
| 30D | -50.4% | -8.9% | -41.5% | -49.6% |
| 3M | -32.9% | -26.3% | -6.6% | -29.6% |
| 6M | -17.9% | -23.7% | +5.8% | -14.1% |
| YTD | +66.4% | -49.9% | +116.4% | +84.1% |
| 1Y | +51.5% | -42.0% | +93.5% | +63.4% |
| 3Y | +177.9% | -25.3% | +203.2% | +165.4% |
| 5Y | +100.0% | -93.4% | +193.4% | +98.6% |
| All | +218.7% | -15.8% | +234.5% | +181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling