+954.3%
MDB vs UAL
+78.3%
+876.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.7% | +2.3% |
| 7D | +3.0% | +2.3% | +0.7% | +2.5% |
| 30D | -11.3% | +13.3% | -24.7% | -13.9% |
| 3M | -23.0% | -6.3% | -16.7% | -22.1% |
| 6M | +14.8% | +22.5% | -7.8% | +8.0% |
| YTD | -19.4% | +5.9% | -25.3% | -22.1% |
| 1Y | -9.0% | +24.7% | -33.6% | -15.2% |
| 3Y | -10.3% | +211.6% | -221.9% | -33.3% |
| 5Y | -38.4% | +130.6% | -168.9% | -52.7% |
| All | +954.3% | +78.3% | +876.0% | +838.4% |
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