-24.1%
UBER vs MOD
-6.2%
-17.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +27.9% | -27.0% | +1.5% |
| 7D | +1.6% | +40.4% | -38.8% | +2.6% |
| 30D | +0.6% | -14.0% | +14.6% | +0.1% |
| 3M | -8.2% | -33.3% | +25.2% | -9.0% |
| 6M | -6.7% | -51.4% | +44.7% | -7.7% |
| YTD | -14.7% | +1.6% | -16.3% | -15.4% |
| 1Y | -24.1% | +5.4% | -29.5% | -24.4% |
| All | -24.1% | -6.2% | -17.9% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling