-25.5%
UBER vs MOD
-37.3%
+11.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.1% |
| 7D | +5.1% | -25.5% | +30.7% | +4.2% |
| 30D | +0.2% | -49.0% | +49.2% | -1.1% |
| 3M | -2.7% | -49.8% | +47.2% | -3.9% |
| 6M | -13.4% | -64.8% | +51.4% | -14.6% |
| YTD | -16.1% | -27.6% | +11.6% | -18.2% |
| 1Y | -25.5% | -35.2% | +9.7% | -27.8% |
| All | -25.5% | -37.3% | +11.8% | -27.8% |
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