+35.8%
UBER vs MOD
+138.1%
-102.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.3% |
| 7D | +5.2% | -17.8% | +23.0% | +6.7% |
| 30D | -2.0% | -43.2% | +41.2% | +3.3% |
| 3M | -10.2% | -46.0% | +35.8% | -5.1% |
| 6M | -7.2% | -62.2% | +55.1% | +1.2% |
| YTD | -14.3% | -22.8% | +8.5% | -17.7% |
| 1Y | -25.6% | -35.5% | +9.9% | -26.8% |
| 3Y | +35.8% | +128.2% | -92.4% | -12.3% |
| All | +35.8% | +138.1% | -102.3% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling