-24.4%
UBER vs MOD
-33.9%
+9.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.9% | -6.1% | +4.0% |
| 7D | +6.7% | -13.9% | +20.6% | +6.1% |
| 30D | -0.5% | -41.5% | +41.1% | -1.5% |
| 3M | -5.1% | -45.7% | +40.6% | -6.2% |
| 6M | -5.7% | -61.1% | +55.4% | -6.9% |
| YTD | -12.9% | -20.5% | +7.6% | -14.8% |
| All | -24.4% | -33.9% | +9.5% | -26.0% |
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