-24.7%
MDB vs UAL
+142.0%
-166.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -5.0% |
| 7D | -17.4% | +0.7% | -18.1% | -17.9% |
| 30D | -2.0% | -16.1% | +14.1% | +4.2% |
| 3M | -3.0% | +6.1% | -9.1% | -6.5% |
| 6M | +48.7% | +10.8% | +37.8% | +37.7% |
| YTD | -12.1% | -0.4% | -11.7% | -15.2% |
| 1Y | +14.5% | +5.0% | +9.5% | +7.4% |
| 3Y | -6.1% | +124.0% | -130.2% | -40.9% |
| All | -24.7% | +142.0% | -166.7% | -59.6% |
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