+2,523.1%
MULL vs UPST
-60.5%
+2,583.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.6% | +13.5% | +12.7% |
| 7D | +17.3% | -3.5% | +20.8% | +19.6% |
| 30D | +23.5% | -7.1% | +30.6% | +27.6% |
| 3M | -24.0% | -13.1% | -10.9% | -16.3% |
| 6M | +276.7% | -1.1% | +277.8% | +277.8% |
| YTD | +565.1% | -35.9% | +600.9% | +696.1% |
| 1Y | +2,802.6% | -57.4% | +2,860.0% | +4,202.1% |
| All | +2,523.1% | -60.5% | +2,583.7% | +3,277.9% |
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