-15.4%
MDLN vs UPST
-42.5%
+27.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.8% | -1.4% | -4.7% |
| 7D | -1.2% | -1.5% | +0.3% | -1.0% |
| 30D | -1.5% | -13.2% | +11.7% | +0.2% |
| 3M | +2.6% | -13.0% | +15.6% | +4.3% |
| 6M | -20.9% | -2.9% | -18.0% | -20.0% |
| YTD | -17.4% | -38.3% | +20.9% | -19.6% |
| All | -15.4% | -42.5% | +27.1% | -18.5% |
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 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