+74.5%
UBER vs MDT
+28.5%
+46.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | -4.5% | -1.6% | -2.9% | -3.4% |
| 30D | -7.6% | +1.0% | -8.7% | -8.3% |
| 3M | +5.8% | +15.2% | -9.4% | -4.0% |
| 6M | +0.3% | +3.7% | -3.4% | -2.8% |
| YTD | -11.2% | -3.0% | -8.2% | -10.2% |
| 1Y | -23.0% | +2.5% | -25.4% | -25.6% |
| 3Y | +53.6% | +26.5% | +27.1% | +21.9% |
| 5Y | +81.9% | -18.3% | +100.2% | +106.6% |
| All | +74.5% | +28.5% | +46.0% | +9.2% |
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