-10.7%
MELI vs UPST
-24.8%
+14.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.8% |
| 7D | -1.2% | -10.6% | +9.4% | +0.4% |
| 30D | -18.9% | -14.0% | -4.9% | -17.2% |
| 3M | -18.4% | -36.8% | +18.4% | -12.9% |
| 6M | -4.5% | -27.5% | +23.0% | -0.6% |
| YTD | -26.0% | -55.3% | +29.3% | -18.2% |
| 1Y | -26.6% | -47.5% | +21.0% | -20.9% |
| 3Y | +8.2% | -10.4% | +18.7% | -4.3% |
| 5Y | -6.6% | -92.6% | +86.0% | -9.1% |
| All | -10.7% | -24.8% | +14.1% | -18.3% |
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