-4.8%
UPST vs MTCH
-71.5%
+66.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.6% |
| 7D | -3.5% | +0.7% | -4.2% | -4.2% |
| 30D | -7.1% | +9.7% | -16.8% | -13.9% |
| 3M | -13.1% | +21.1% | -34.1% | -25.9% |
| 6M | -1.1% | +37.5% | -38.6% | -23.7% |
| YTD | -35.9% | +31.9% | -67.8% | -48.9% |
| 1Y | -57.4% | +14.6% | -72.0% | -62.3% |
| 3Y | -14.9% | -6.2% | -8.7% | -17.7% |
| 5Y | -88.7% | -70.6% | -18.1% | -74.8% |
| All | -4.8% | -71.5% | +66.6% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling