+66.3%
UBER vs M
+46.5%
+19.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.7% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -3.1% | +7.0% | -10.1% | -4.9% |
| 3M | -8.3% | +3.1% | -11.4% | -9.4% |
| 6M | -9.5% | +33.5% | -43.0% | -16.8% |
| YTD | -15.4% | +13.4% | -28.8% | -19.4% |
| 1Y | -26.1% | +22.4% | -48.6% | -31.3% |
| 3Y | +34.0% | +150.9% | -116.9% | -3.1% |
| 5Y | +53.2% | -3.0% | +56.2% | +36.1% |
| All | +66.3% | +46.5% | +19.8% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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