+71.0%
UBER vs MXL
+184.9%
-113.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.5% | -10.3% | -4.3% |
| 7D | -7.0% | +19.0% | -26.0% | -10.4% |
| 30D | -8.9% | +4.5% | -13.4% | -10.7% |
| 3M | +1.0% | -1.5% | +2.5% | -5.0% |
| 6M | -3.7% | +348.6% | -352.4% | -46.6% |
| YTD | -13.0% | +310.3% | -323.3% | -51.0% |
| 1Y | -25.5% | +344.7% | -370.2% | -59.7% |
| 3Y | +50.5% | +211.2% | -160.7% | -24.7% |
| 5Y | +76.2% | +34.8% | +41.3% | +13.7% |
| All | +71.0% | +184.9% | -113.9% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling