+1,082.9%
MULL vs UPST
-68.7%
+1,151.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +1.6% | +10.7% | +11.4% |
| 7D | -27.1% | +4.4% | -31.5% | -28.6% |
| 30D | -54.2% | -7.7% | -46.6% | -51.8% |
| 3M | -42.0% | -28.4% | -13.5% | -30.4% |
| 6M | -43.5% | -23.2% | -20.3% | -33.4% |
| YTD | +199.9% | -49.1% | +249.0% | +309.4% |
| 1Y | +292.8% | -42.4% | +335.2% | +398.3% |
| All | +1,082.9% | -68.7% | +1,151.6% | +1,637.3% |
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