-17.6%
UBER vs MCO
+0.4%
-18.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.5% |
| 7D | -3.9% | -4.2% | +0.3% | -2.3% |
| 30D | +11.1% | +2.2% | +8.9% | +10.2% |
| 3M | +4.9% | +10.1% | -5.2% | +1.3% |
| 6M | -1.2% | +5.3% | -6.4% | -3.8% |
| YTD | -7.3% | -2.7% | -4.5% | -8.9% |
| 1Y | -17.6% | -0.4% | -17.2% | -19.6% |
| All | -17.6% | +0.4% | -18.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling