+85.0%
UBER vs MOD
+1,486.5%
-1,401.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.0% |
| 7D | -3.9% | +9.6% | -13.5% | -5.5% |
| 30D | +11.1% | 0.0% | +11.1% | +10.8% |
| 3M | +4.9% | -35.4% | +40.3% | +12.1% |
| 6M | -1.2% | -7.3% | +6.1% | -3.4% |
| YTD | -7.3% | +45.8% | -53.1% | -18.9% |
| 1Y | -17.6% | +43.1% | -60.8% | -28.8% |
| 3Y | +61.1% | +297.7% | -236.6% | -5.8% |
| All | +85.0% | +1,486.5% | -1,401.5% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling