+82.5%
UBER vs MDB
-26.9%
+109.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -2.6% |
| 7D | -2.8% | -18.0% | +15.2% | +1.8% |
| 30D | -2.5% | -10.7% | +8.2% | -0.6% |
| 3M | +4.4% | +1.0% | +3.4% | +2.5% |
| 6M | -2.7% | +31.6% | -34.3% | -12.2% |
| YTD | -10.5% | -15.2% | +4.7% | -11.0% |
| 1Y | -22.5% | +10.1% | -32.6% | -29.0% |
| 3Y | +54.8% | -5.6% | +60.4% | +34.4% |
| 5Y | +82.5% | -24.5% | +107.0% | +55.5% |
| All | +82.5% | -26.9% | +109.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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