+85.0%
UBER vs MPC
+645.9%
-560.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -3.9% | +5.4% | -9.3% | -5.1% |
| 30D | +11.1% | +31.0% | -19.9% | +3.7% |
| 3M | +4.9% | +46.0% | -41.1% | -5.1% |
| 6M | -1.2% | +77.3% | -78.5% | -16.0% |
| YTD | -7.3% | +141.9% | -149.2% | -28.8% |
| 1Y | -17.6% | +120.9% | -138.6% | -35.0% |
| 3Y | +61.1% | +182.7% | -121.6% | +12.5% |
| All | +85.0% | +645.9% | -560.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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