-6.7%
UBER vs MDT
+37.8%
-44.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | -0.2% |
| 7D | +1.6% | +1.0% | +0.6% | +1.1% |
| 30D | +0.6% | +9.2% | -8.6% | -3.9% |
| 3M | -8.2% | +14.5% | -22.6% | -14.5% |
| 6M | -6.7% | +37.3% | -44.0% | -18.6% |
| All | -6.7% | +37.8% | -44.5% | -18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling