-40.2%
MDB vs UAL
+132.2%
-172.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.0% | +12.5% | -13.5% | -5.5% |
| 30D | -14.0% | +12.2% | -26.2% | -17.9% |
| 3M | -20.3% | -2.6% | -17.7% | -20.0% |
| 6M | +10.9% | +21.1% | -10.2% | 0.0% |
| YTD | -20.9% | +7.8% | -28.7% | -26.2% |
| 1Y | -11.2% | +25.4% | -36.6% | -22.4% |
| 3Y | -11.9% | +217.3% | -229.3% | -54.3% |
| 5Y | -40.2% | +132.9% | -173.1% | -69.1% |
| All | -40.2% | +132.2% | -172.3% | -69.1% |
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