-10.4%
MDB vs UAL
+210.6%
-221.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.1% | +2.7% |
| 7D | -0.9% | +10.2% | -11.1% | -3.8% |
| 30D | -15.2% | +12.0% | -27.2% | -18.1% |
| 3M | -17.9% | -7.1% | -10.8% | -16.6% |
| 6M | +9.3% | +20.9% | -11.6% | +1.3% |
| YTD | -22.0% | +7.7% | -29.7% | -25.6% |
| 1Y | -9.3% | +23.6% | -32.9% | -17.4% |
| 3Y | -10.4% | +222.6% | -232.9% | -33.5% |
| All | -10.4% | +210.6% | -221.0% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling