-3.7%
UBER vs MXL
+363.1%
-366.9%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.5% | -10.3% | -2.7% |
| 7D | -7.0% | +19.0% | -26.0% | -6.8% |
| 30D | -8.9% | +4.5% | -13.4% | -8.8% |
| 3M | +1.0% | -1.5% | +2.5% | +0.8% |
| 6M | -3.7% | +348.6% | -352.4% | -15.5% |
| All | -3.7% | +363.1% | -366.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 6mo: compounded portfolio wealth divided by compounded MXL 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…
6mo analysis · Full analysis span regression · 6 months rolling