+263.7%
MXL vs UPST
-47.2%
+310.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.3% | +4.5% | -0.4% |
| 7D | -15.9% | -4.5% | -11.4% | -14.3% |
| 30D | -44.0% | -15.3% | -28.7% | -40.1% |
| 3M | -21.3% | -32.4% | +11.1% | -8.7% |
| 6M | -46.1% | -29.5% | -16.6% | -37.6% |
| YTD | +208.8% | -53.3% | +262.2% | +293.1% |
| All | +263.7% | -47.2% | +310.9% | +329.5% |
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 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