+85.0%
UBER vs MP
+58.1%
+26.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -3.9% | -2.9% | -1.0% | -3.4% |
| 30D | +11.1% | +13.8% | -2.7% | +8.3% |
| 3M | +4.9% | -16.7% | +21.6% | +7.4% |
| 6M | -1.2% | -11.5% | +10.3% | -1.1% |
| YTD | -7.3% | +7.9% | -15.2% | -12.0% |
| 1Y | -17.6% | -15.0% | -2.6% | -20.0% |
| 3Y | +61.1% | +153.5% | -92.5% | +3.6% |
| All | +85.0% | +58.1% | +26.9% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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