+404.4%
MRVL vs UPST
+7.9%
+396.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.7% | +7.3% |
| 7D | +3.2% | -3.5% | +6.7% | +3.8% |
| 30D | +5.9% | -7.1% | +13.1% | +7.2% |
| 3M | -29.3% | -13.1% | -16.3% | -27.4% |
| 6M | +186.5% | -1.1% | +187.6% | +186.0% |
| YTD | +163.4% | -35.9% | +199.3% | +180.0% |
| 1Y | +249.5% | -57.4% | +306.9% | +292.6% |
| 3Y | +289.4% | -14.9% | +304.2% | +262.4% |
| 5Y | +270.2% | -88.7% | +358.9% | +249.1% |
| All | +404.4% | +7.9% | +396.5% | +328.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling