+71.2%
UBER vs M
+50.2%
+21.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +8.1% | -4.3% | +1.7% |
| 7D | +6.7% | +2.5% | +4.1% | +5.9% |
| 30D | -0.5% | +10.1% | -10.5% | -3.0% |
| 3M | -5.1% | -0.9% | -4.2% | -5.3% |
| 6M | -5.7% | +30.2% | -35.8% | -12.7% |
| YTD | -12.9% | +16.3% | -29.2% | -17.5% |
| 1Y | -22.6% | +27.0% | -49.6% | -28.7% |
| 3Y | +42.2% | +154.5% | -112.3% | +2.4% |
| 5Y | +56.4% | -1.1% | +57.4% | +38.2% |
| All | +71.2% | +50.2% | +21.0% | +24.5% |
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