-16.8%
UPST vs MTCH
-2.2%
-14.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.6% |
| 7D | -12.0% | -1.4% | -10.6% | -11.2% |
| 30D | -16.0% | +13.6% | -29.7% | -22.6% |
| 3M | -17.2% | +22.4% | -39.6% | -27.4% |
| 6M | -10.9% | +37.2% | -48.0% | -27.1% |
| YTD | -42.6% | +31.8% | -74.4% | -51.8% |
| 1Y | -59.8% | +12.9% | -72.7% | -63.1% |
| All | -16.8% | -2.2% | -14.5% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling