-8.4%
UPST vs MTB
+124.9%
-133.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.2% |
| 7D | -1.5% | +2.8% | -4.3% | -4.1% |
| 30D | -13.2% | -4.2% | -9.0% | -9.5% |
| 3M | -13.0% | +7.8% | -20.8% | -19.8% |
| 6M | -2.9% | +14.8% | -17.7% | -16.5% |
| YTD | -38.3% | +20.8% | -59.1% | -49.5% |
| 1Y | -60.5% | +23.1% | -83.6% | -68.2% |
| 3Y | -11.7% | +114.8% | -126.6% | -56.2% |
| 5Y | -90.2% | +103.3% | -193.4% | -94.1% |
| All | -8.4% | +124.9% | -133.3% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling