-91.1%
UPST vs MTCH
-72.5%
-18.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.6% |
| 7D | -8.1% | -2.4% | -5.7% | -6.3% |
| 30D | -14.3% | +12.8% | -27.1% | -22.7% |
| 3M | -16.6% | +20.0% | -36.6% | -29.0% |
| 6M | -7.3% | +34.7% | -42.0% | -28.3% |
| YTD | -40.8% | +30.6% | -71.4% | -53.1% |
| 1Y | -62.4% | +10.9% | -73.4% | -66.1% |
| 3Y | -15.3% | -2.0% | -13.3% | -21.8% |
| 5Y | -91.1% | -72.6% | -18.4% | -77.1% |
| All | -91.1% | -72.5% | -18.5% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling