-12.3%
UPST vs MTCH
+47.6%
-59.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.2% | -7.1% |
| 7D | -13.5% | +6.7% | -20.2% | -17.1% |
| 30D | -19.6% | -1.4% | -18.3% | -19.5% |
| 3M | -34.2% | +14.8% | -49.0% | -40.6% |
| 6M | -31.2% | +19.4% | -50.6% | -39.9% |
| YTD | -56.2% | +32.3% | -88.5% | -64.1% |
| 1Y | -51.7% | +29.5% | -81.2% | -59.8% |
| All | -12.3% | +47.6% | -59.9% | -58.3% |
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