+875.5%
MDB vs UAL
+69.8%
+805.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.2% |
| 7D | -11.4% | +8.2% | -19.5% | -13.1% |
| 30D | -13.8% | +2.3% | -16.2% | -14.4% |
| 3M | -15.5% | -12.7% | -2.8% | -13.1% |
| 6M | +17.9% | +12.7% | +5.2% | +13.1% |
| YTD | -25.5% | +0.8% | -26.3% | -27.1% |
| 1Y | -12.1% | +17.8% | -29.9% | -17.1% |
| 3Y | -5.9% | +206.7% | -212.6% | -29.7% |
| 5Y | -43.7% | +113.9% | -157.6% | -56.2% |
| All | +875.5% | +69.8% | +805.6% | +778.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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