+70.0%
UBER vs MOD
+658.7%
-588.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.2% |
| 7D | +1.2% | +8.2% | -7.1% | -0.5% |
| 30D | -1.1% | -38.2% | +37.0% | +7.4% |
| 3M | -10.0% | -46.2% | +36.2% | -0.1% |
| 6M | -7.2% | -62.5% | +55.4% | +8.8% |
| YTD | -13.5% | -20.1% | +6.6% | -16.9% |
| 1Y | -24.5% | -29.7% | +5.2% | -26.0% |
| 3Y | +37.0% | +136.2% | -99.2% | -11.2% |
| 5Y | +63.3% | +820.4% | -757.1% | -31.1% |
| All | +70.0% | +658.7% | -588.7% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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