+53.2%
UBER vs MAR
+181.2%
-128.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.5% |
| 7D | +0.5% | +1.8% | -1.3% | -0.7% |
| 30D | -3.1% | +14.3% | -17.4% | -11.5% |
| 3M | -8.3% | +20.0% | -28.3% | -19.1% |
| 6M | -9.5% | +21.7% | -31.2% | -22.2% |
| YTD | -15.4% | +37.7% | -53.1% | -34.5% |
| 1Y | -26.1% | +46.8% | -72.9% | -45.9% |
| 3Y | +34.0% | +121.0% | -87.0% | -33.3% |
| 5Y | +53.2% | +183.1% | -129.9% | -39.3% |
| All | +53.2% | +181.2% | -128.1% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling