+65.0%
UBER vs MOD
+587.1%
-522.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.4% |
| 7D | +5.1% | -25.5% | +30.7% | +10.4% |
| 30D | +0.2% | -49.0% | +49.2% | +13.1% |
| 3M | -2.7% | -49.8% | +47.2% | +9.5% |
| 6M | -13.4% | -64.8% | +51.4% | +2.7% |
| YTD | -16.1% | -27.6% | +11.6% | -17.7% |
| 1Y | -25.5% | -35.2% | +9.7% | -25.9% |
| 3Y | +42.5% | +137.1% | -94.7% | -8.3% |
| 5Y | +45.3% | +760.3% | -714.9% | -38.0% |
| All | +65.0% | +587.1% | -522.1% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling