+65.5%
UBER vs MOD
+550.0%
-484.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.3% | +5.7% | -0.1% |
| 7D | +4.6% | -34.2% | +38.8% | +12.6% |
| 30D | -0.4% | -51.9% | +51.4% | +13.8% |
| 3M | +0.9% | -53.0% | +53.9% | +15.0% |
| 6M | -5.7% | -66.4% | +60.6% | +12.8% |
| YTD | -15.8% | -31.5% | +15.7% | -16.5% |
| 1Y | -25.8% | -39.6% | +13.7% | -25.2% |
| 3Y | +44.0% | +116.8% | -72.8% | -5.4% |
| 5Y | +45.8% | +713.8% | -668.1% | -37.1% |
| All | +65.5% | +550.0% | -484.5% | -43.4% |
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 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