-11.7%
UPST vs MTB
+116.9%
-128.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.5% |
| 7D | -3.5% | +1.7% | -5.3% | -5.6% |
| 30D | -7.1% | -4.2% | -2.9% | -2.3% |
| 3M | -13.1% | +8.9% | -21.9% | -22.6% |
| 6M | -1.1% | +10.9% | -12.0% | -14.6% |
| YTD | -35.9% | +21.5% | -57.3% | -50.8% |
| 1Y | -57.4% | +21.9% | -79.3% | -67.5% |
| All | -11.7% | +116.9% | -128.6% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling