+263.8%
MXL vs UPST
0.0%
+263.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.6% | +11.2% |
| 7D | +5.5% | -12.1% | +17.5% | +9.6% |
| 30D | -32.6% | -13.4% | -19.2% | -29.9% |
| 3M | -13.1% | -31.2% | +18.1% | -4.5% |
| 6M | -41.4% | -28.3% | -13.0% | -36.0% |
| YTD | +243.9% | -53.0% | +296.9% | +309.7% |
| 1Y | +305.1% | -47.2% | +352.3% | +367.6% |
| All | +263.8% | 0.0% | +263.8% | +267.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling