-4.8%
UPST vs MTB
+126.2%
-131.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -3.5% | +1.7% | -5.3% | -5.2% |
| 30D | -7.1% | -4.2% | -2.9% | -3.1% |
| 3M | -13.1% | +8.9% | -21.9% | -20.7% |
| 6M | -1.1% | +10.9% | -12.0% | -11.9% |
| YTD | -35.9% | +21.5% | -57.3% | -47.8% |
| 1Y | -57.4% | +21.9% | -79.3% | -65.4% |
| 3Y | -14.9% | +109.2% | -124.1% | -56.8% |
| 5Y | -88.7% | +102.0% | -190.6% | -93.2% |
| All | -4.8% | +126.2% | -131.0% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling