+127.4%
MXL vs UPST
-0.4%
+127.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.0% | +11.6% | +8.2% |
| 7D | +19.0% | -8.1% | +27.1% | +20.6% |
| 30D | +4.5% | -14.3% | +18.8% | +7.1% |
| 3M | -1.5% | -16.6% | +15.1% | +1.8% |
| 6M | +348.6% | -7.3% | +355.9% | +352.8% |
| YTD | +310.3% | -40.8% | +351.1% | +343.4% |
| 1Y | +344.7% | -62.4% | +407.1% | +414.9% |
| 3Y | +211.2% | -15.3% | +226.5% | +194.8% |
| 5Y | +34.8% | -91.1% | +125.9% | +35.6% |
| All | +127.4% | -0.4% | +127.9% | +101.1% |
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