+76.2%
UBER vs MAR
+158.8%
-82.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.4% |
| 7D | -7.0% | -0.5% | -6.5% | -6.7% |
| 30D | -8.9% | -4.7% | -4.2% | -6.0% |
| 3M | +1.0% | -15.6% | +16.6% | +12.1% |
| 6M | -3.7% | +1.2% | -5.0% | -6.7% |
| YTD | -13.0% | +7.5% | -20.5% | -20.2% |
| 1Y | -25.5% | +26.6% | -52.2% | -40.5% |
| 3Y | +50.5% | +66.0% | -15.5% | -7.6% |
| 5Y | +76.2% | +154.1% | -77.9% | -19.8% |
| All | +76.2% | +158.8% | -82.7% | -19.8% |
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