-12.1%
UPST vs MTB
+124.5%
-136.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -3.9% |
| 7D | -8.1% | +1.1% | -9.2% | -9.1% |
| 30D | -14.3% | -4.6% | -9.7% | -10.2% |
| 3M | -16.6% | +6.3% | -22.9% | -22.0% |
| 6M | -7.3% | +15.6% | -22.9% | -20.8% |
| YTD | -40.8% | +20.6% | -61.3% | -51.4% |
| 1Y | -62.4% | +22.5% | -85.0% | -69.6% |
| 3Y | -15.3% | +114.4% | -129.7% | -57.8% |
| 5Y | -91.1% | +101.9% | -192.9% | -94.6% |
| All | -12.1% | +124.5% | -136.6% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MTB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling