+49.5%
UBER vs MP
-5.6%
+55.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -1.2% |
| 7D | +5.1% | -10.5% | +15.6% | +7.2% |
| 30D | +0.2% | -23.5% | +23.7% | +5.0% |
| 3M | -2.7% | -25.4% | +22.8% | +2.0% |
| 6M | -13.4% | -51.3% | +37.9% | -2.7% |
| YTD | -16.1% | -29.9% | +13.9% | -14.2% |
| 1Y | -25.5% | -31.8% | +6.3% | -24.0% |
| 3Y | +42.5% | +127.0% | -84.5% | -15.0% |
| All | +49.5% | -5.6% | +55.1% | +21.7% |
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