+2,581.4%
MULL vs UPST
-63.6%
+2,645.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.0% | +9.4% | +7.6% |
| 7D | +14.8% | -8.1% | +22.9% | +19.9% |
| 30D | +36.6% | -14.3% | +50.9% | +47.3% |
| 3M | -8.9% | -16.6% | +7.8% | +1.2% |
| 6M | +311.9% | -7.3% | +319.2% | +326.7% |
| YTD | +579.8% | -40.8% | +620.6% | +748.9% |
| 1Y | +2,421.5% | -62.4% | +2,484.0% | +3,915.3% |
| All | +2,581.4% | -63.6% | +2,645.0% | +3,502.2% |
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 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