+72.4%
UBER vs MAR
+170.8%
-98.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.3% |
| 7D | -5.4% | -0.5% | -4.9% | -5.1% |
| 30D | -4.9% | -5.4% | +0.5% | -1.6% |
| 3M | +3.0% | -15.5% | +18.5% | +13.4% |
| 6M | -4.4% | +3.0% | -7.4% | -7.9% |
| YTD | -12.3% | +8.5% | -20.8% | -19.0% |
| 1Y | -24.3% | +26.0% | -50.3% | -37.2% |
| 3Y | +46.4% | +68.6% | -22.2% | -2.1% |
| 5Y | +79.7% | +157.4% | -77.7% | -7.8% |
| All | +72.4% | +170.8% | -98.4% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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