+118.8%
MRVL vs UPST
-92.5%
+211.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -5.1% |
| 7D | +11.0% | -10.6% | +21.7% | +13.7% |
| 30D | -36.1% | -14.0% | -22.1% | -34.0% |
| 3M | -29.4% | -36.8% | +7.4% | -22.3% |
| 6M | -11.9% | -27.5% | +15.7% | -5.5% |
| YTD | +84.8% | -55.3% | +140.0% | +115.5% |
| 1Y | +79.4% | -47.5% | +127.0% | +101.8% |
| 3Y | +195.7% | -10.4% | +206.2% | +164.3% |
| All | +118.8% | -92.5% | +211.3% | +150.6% |
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