-10.8%
MDLN vs UPST
-40.2%
+29.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +3.7% | -3.5% | +7.3% | +4.2% |
| 30D | -0.2% | -7.1% | +6.9% | +0.7% |
| 3M | +6.2% | -13.1% | +19.3% | +7.6% |
| 6M | -14.7% | -1.1% | -13.6% | -14.3% |
| YTD | -12.9% | -35.9% | +23.0% | -15.7% |
| All | -10.8% | -40.2% | +29.4% | -14.5% |
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