+297.0%
MXL vs UPST
-48.7%
+345.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +9.4% | -20.5% | -14.4% |
| 7D | -24.3% | -3.1% | -21.2% | -23.6% |
| 30D | -46.1% | -4.0% | -42.1% | -45.4% |
| 3M | -21.8% | -22.9% | +1.1% | -14.6% |
| 6M | -27.2% | -27.1% | -0.1% | -18.5% |
| YTD | +226.2% | -46.5% | +272.7% | +284.2% |
| 1Y | +297.0% | -49.4% | +346.4% | +371.8% |
| All | +297.0% | -48.7% | +345.7% | +371.8% |
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