+72.4%
UBER vs MTB
+83.7%
-11.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.4% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | -4.9% | -4.8% | -0.1% | -3.2% |
| 3M | +3.0% | +6.0% | -2.9% | +0.6% |
| 6M | -4.4% | +19.6% | -24.0% | -11.0% |
| YTD | -12.3% | +21.5% | -33.8% | -19.0% |
| 1Y | -24.3% | +24.7% | -49.0% | -31.0% |
| 3Y | +46.4% | +108.6% | -62.1% | +7.5% |
| 5Y | +79.7% | +106.7% | -27.1% | +29.9% |
| All | +72.4% | +83.7% | -11.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling