+189.4%
MXL vs UPST
-14.8%
+204.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.8% | +9.8% | +7.0% |
| 7D | +15.5% | -1.5% | +17.0% | +15.8% |
| 30D | -11.3% | -13.2% | +1.9% | -8.1% |
| 3M | -16.1% | -13.0% | -3.1% | -12.7% |
| 6M | +323.0% | -2.9% | +325.9% | +323.8% |
| YTD | +281.5% | -38.3% | +319.8% | +322.9% |
| 1Y | +319.3% | -60.5% | +379.7% | +412.3% |
| 3Y | +189.4% | -11.7% | +201.1% | +172.6% |
| All | +189.4% | -14.8% | +204.2% | +172.6% |
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