+72.4%
UBER vs MCO
+169.5%
-97.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -2.3% |
| 7D | -5.4% | -3.8% | -1.6% | -2.9% |
| 30D | -4.9% | -0.4% | -4.5% | -4.7% |
| 3M | +3.0% | +7.7% | -4.7% | -2.4% |
| 6M | -4.4% | +7.0% | -11.4% | -9.4% |
| YTD | -12.3% | -6.4% | -5.9% | -9.8% |
| 1Y | -24.3% | -7.6% | -16.7% | -22.0% |
| 3Y | +46.4% | +43.2% | +3.2% | +6.4% |
| 5Y | +79.7% | +29.6% | +50.1% | +38.0% |
| All | +72.4% | +169.5% | -97.1% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling