+537.5%
MAR vs UAL
+99.5%
+438.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.6% |
| 7D | +2.9% | +12.5% | -9.6% | -2.2% |
| 30D | +17.0% | +12.2% | +4.9% | +11.1% |
| 3M | +23.2% | -2.6% | +25.7% | +23.3% |
| 6M | +21.7% | +21.1% | +0.7% | +9.7% |
| YTD | +38.9% | +7.8% | +31.0% | +29.3% |
| 1Y | +48.7% | +25.4% | +23.3% | +29.4% |
| 3Y | +122.9% | +217.3% | -94.4% | +17.7% |
| 5Y | +177.5% | +132.9% | +44.6% | +58.5% |
| 10Y | +537.5% | +101.1% | +436.4% | +231.2% |
| All | +537.5% | +99.5% | +438.0% | +231.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling