+74.5%
UBER vs MKTX
-36.4%
+111.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | -7.6% | +0.8% | -8.4% | -7.8% |
| 3M | +5.8% | +41.1% | -35.4% | -6.3% |
| 6M | +0.3% | -9.5% | +9.8% | +2.4% |
| YTD | -11.2% | -8.7% | -2.5% | -9.9% |
| 1Y | -23.0% | -10.0% | -13.0% | -21.8% |
| 3Y | +53.6% | -24.6% | +78.2% | +58.9% |
| 5Y | +81.9% | -60.3% | +142.2% | +130.8% |
| All | +74.5% | -36.4% | +111.0% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling