-24.5%
UPST vs MTB
+110.1%
-134.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | -0.7% |
| 7D | +4.4% | -0.8% | +5.2% | +5.4% |
| 30D | -7.7% | +2.4% | -10.1% | -9.7% |
| 3M | -28.4% | -10.5% | -17.9% | -20.1% |
| 6M | -23.2% | +6.4% | -29.6% | -28.3% |
| YTD | -49.1% | +12.8% | -61.9% | -55.4% |
| 1Y | -42.4% | +23.3% | -65.6% | -53.7% |
| 3Y | +5.4% | +108.2% | -102.9% | -46.4% |
| 5Y | -92.9% | +68.6% | -161.5% | -95.2% |
| All | -24.5% | +110.1% | -134.6% | -52.8% |
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