+475.1%
MULL vs UPST
-48.7%
+523.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +9.4% | -23.2% | -17.6% |
| 7D | -35.9% | -3.1% | -32.8% | -35.1% |
| 30D | -47.3% | -4.0% | -43.4% | -46.4% |
| 3M | -30.6% | -22.9% | -7.7% | -23.1% |
| 6M | +13.7% | -27.1% | +40.8% | +29.3% |
| YTD | +272.1% | -46.5% | +318.7% | +325.5% |
| 1Y | +475.1% | -49.4% | +524.5% | +570.2% |
| All | +475.1% | -48.7% | +523.7% | +570.2% |
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