+67.6%
UBER vs MDT
+45.5%
+22.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | -0.4% |
| 7D | +1.6% | +1.0% | +0.6% | +0.9% |
| 30D | +0.6% | +9.2% | -8.6% | -5.3% |
| 3M | -8.2% | +14.5% | -22.6% | -16.5% |
| 6M | -6.7% | +37.3% | -44.0% | -25.3% |
| YTD | -14.7% | +9.8% | -24.5% | -20.9% |
| 1Y | -24.1% | +10.5% | -34.6% | -30.1% |
| 3Y | +33.4% | +57.4% | -24.0% | -10.0% |
| 5Y | +54.5% | +1.2% | +53.3% | +48.7% |
| All | +67.6% | +45.5% | +22.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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