-45.2%
MDB vs UAL
+109.3%
-154.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.9% |
| 7D | -11.4% | +8.2% | -19.5% | -14.3% |
| 30D | -13.8% | +2.3% | -16.2% | -14.8% |
| 3M | -15.5% | -12.7% | -2.8% | -11.5% |
| 6M | +17.9% | +12.7% | +5.2% | +9.4% |
| YTD | -25.5% | +0.8% | -26.3% | -28.7% |
| 1Y | -12.1% | +17.8% | -29.9% | -21.3% |
| 3Y | -5.9% | +206.7% | -212.6% | -50.8% |
| All | -45.2% | +109.3% | -154.5% | -71.5% |
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 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