-2.5%
MDLN vs UPST
-59.2%
+56.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.9% | +1.7% | -4.0% |
| 7D | +0.6% | -13.5% | +14.1% | +3.0% |
| 30D | +12.0% | -19.6% | +31.6% | +15.6% |
| 3M | +12.6% | -34.2% | +46.8% | +19.3% |
| 6M | +3.7% | -31.2% | +34.9% | +9.8% |
| YTD | -4.8% | -56.2% | +51.4% | -2.8% |
| All | -2.5% | -59.2% | +56.7% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling