+71.2%
MXL vs UPST
-21.5%
+92.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.3% | +4.5% | -2.3% |
| 7D | -15.9% | -4.5% | -11.4% | -15.2% |
| 30D | -44.0% | -15.3% | -28.7% | -42.4% |
| 3M | -21.3% | -32.4% | +11.1% | -16.1% |
| 6M | -46.1% | -29.5% | -16.6% | -42.8% |
| YTD | +208.8% | -53.3% | +262.2% | +247.4% |
| 1Y | +255.5% | -47.4% | +302.9% | +291.7% |
| 3Y | +223.3% | -2.2% | +225.5% | +205.5% |
| 5Y | -18.1% | -92.0% | +74.0% | -14.7% |
| All | +71.2% | -21.5% | +92.7% | +57.5% |
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