+82.2%
UBER vs MTB
+83.7%
-1.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -3.9% | +1.7% | -5.6% | -4.5% |
| 30D | +11.1% | -4.2% | +15.3% | +12.8% |
| 3M | +4.9% | +8.9% | -3.9% | +1.4% |
| 6M | -1.2% | +10.9% | -12.0% | -5.3% |
| YTD | -7.3% | +21.5% | -28.8% | -14.3% |
| 1Y | -17.6% | +21.9% | -39.6% | -24.3% |
| 3Y | +61.1% | +109.2% | -48.2% | +18.1% |
| 5Y | +87.9% | +102.0% | -14.1% | +37.0% |
| All | +82.2% | +83.7% | -1.5% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling