+76.2%
UBER vs MTB
+103.4%
-27.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -7.0% | +1.1% | -8.1% | -7.4% |
| 30D | -8.9% | -4.6% | -4.3% | -7.4% |
| 3M | +1.0% | +6.3% | -5.3% | -1.5% |
| 6M | -3.7% | +15.6% | -19.3% | -9.3% |
| YTD | -13.0% | +20.6% | -33.6% | -19.5% |
| 1Y | -25.5% | +22.5% | -48.1% | -31.7% |
| 3Y | +50.5% | +114.4% | -64.0% | +8.3% |
| 5Y | +76.2% | +101.9% | -25.7% | +31.0% |
| All | +76.2% | +103.4% | -27.2% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling