-40.5%
MDB vs UAL
+117.7%
-158.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | +6.8% | -3.0% | +9.9% | +8.0% |
| 30D | -6.2% | +10.5% | -16.7% | -10.1% |
| 3M | -29.2% | -13.5% | -15.8% | -25.7% |
| 6M | +10.3% | +14.2% | -3.9% | +1.5% |
| YTD | -20.4% | -2.2% | -18.1% | -23.0% |
| 1Y | -4.8% | +12.5% | -17.3% | -13.3% |
| 3Y | -11.6% | +186.8% | -198.4% | -52.5% |
| All | -40.5% | +117.7% | -158.3% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling