-14.8%
UPST vs MTCH
-71.5%
+56.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.8% |
| 7D | -12.0% | -1.4% | -10.6% | -11.0% |
| 30D | -16.0% | +13.6% | -29.7% | -24.3% |
| 3M | -17.2% | +22.4% | -39.6% | -30.0% |
| 6M | -10.9% | +37.2% | -48.0% | -31.1% |
| YTD | -42.6% | +31.8% | -74.4% | -54.2% |
| 1Y | -59.8% | +12.9% | -72.7% | -64.0% |
| 3Y | -17.9% | -1.1% | -16.8% | -24.2% |
| 5Y | -90.7% | -73.5% | -17.2% | -78.3% |
| All | -14.8% | -71.5% | +56.7% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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