-35.0%
UPST vs MTB
+107.3%
-142.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.7% |
| 7D | -13.5% | 0.0% | -13.5% | -13.4% |
| 30D | -19.6% | +0.8% | -20.5% | -20.1% |
| 3M | -34.2% | -12.8% | -21.4% | -24.5% |
| 6M | -31.2% | +6.7% | -37.9% | -35.9% |
| YTD | -56.2% | +11.3% | -67.5% | -61.0% |
| 1Y | -51.7% | +20.2% | -71.8% | -60.1% |
| 3Y | -8.2% | +103.8% | -112.0% | -52.2% |
| 5Y | -92.8% | +60.9% | -153.6% | -95.0% |
| All | -35.0% | +107.3% | -142.3% | -58.8% |
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