+18.9%
MXL vs UPST
-89.8%
+108.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +5.9% |
| 7D | +1.6% | -3.5% | +5.2% | +2.5% |
| 30D | -7.0% | -7.1% | +0.1% | -5.5% |
| 3M | -33.4% | -13.1% | -20.3% | -31.0% |
| 6M | +260.2% | -1.1% | +261.3% | +259.4% |
| YTD | +260.0% | -35.9% | +295.8% | +290.5% |
| 1Y | +303.5% | -57.4% | +360.9% | +373.5% |
| 3Y | +160.4% | -14.9% | +175.3% | +138.0% |
| All | +18.9% | -89.8% | +108.7% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling