+1,029.4%
MDB vs LUV
-24.6%
+1,054.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.5% |
| 7D | -1.8% | -1.0% | -0.8% | -1.5% |
| 30D | -17.3% | -12.4% | -4.9% | -14.5% |
| 3M | +2.2% | -11.0% | +13.2% | +4.7% |
| 6M | +33.9% | -5.0% | +38.8% | +33.6% |
| YTD | -13.7% | -3.8% | -9.9% | -15.5% |
| 1Y | +9.1% | +25.9% | -16.8% | -1.9% |
| 3Y | -8.1% | +42.2% | -50.4% | -23.3% |
| 5Y | -25.9% | -10.8% | -15.1% | -30.5% |
| All | +1,029.4% | -24.6% | +1,054.1% | +1,057.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling