+32.3%
UBER vs MAR
+121.4%
-89.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.8% |
| 7D | +0.5% | +1.8% | -1.3% | -0.3% |
| 30D | -3.1% | +14.3% | -17.4% | -8.6% |
| 3M | -8.3% | +20.0% | -28.3% | -15.3% |
| 6M | -9.5% | +21.7% | -31.2% | -17.9% |
| YTD | -15.4% | +37.7% | -53.1% | -28.8% |
| 1Y | -26.1% | +46.8% | -72.9% | -40.2% |
| All | +32.3% | +121.4% | -89.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling