+67.6%
UBER vs MAR
+242.3%
-174.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.6% | +1.6% | 0.0% | +0.5% |
| 30D | +0.6% | +13.8% | -13.2% | -7.4% |
| 3M | -8.2% | +20.3% | -28.4% | -18.4% |
| 6M | -6.7% | +21.3% | -28.0% | -18.7% |
| YTD | -14.7% | +37.2% | -51.9% | -32.1% |
| 1Y | -24.1% | +48.4% | -72.5% | -42.9% |
| 3Y | +33.4% | +120.1% | -86.7% | -24.9% |
| 5Y | +54.5% | +182.1% | -127.6% | -25.7% |
| All | +67.6% | +242.3% | -174.7% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling