+1.7%
UBER vs MULL
+2,366.2%
-2,364.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.3% | +11.4% | +2.6% |
| 7D | -4.5% | +3.6% | -8.1% | -4.8% |
| 30D | -7.6% | +22.0% | -29.6% | -9.0% |
| 3M | +5.8% | -8.6% | +14.4% | +2.5% |
| 6M | +0.3% | +248.5% | -248.2% | -18.5% |
| YTD | -11.2% | +516.3% | -527.5% | -34.0% |
| 1Y | -23.0% | +2,036.6% | -2,059.6% | -52.9% |
| All | +1.7% | +2,366.2% | -2,364.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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