+415.4%
MAR vs UAL
+103.3%
+312.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.1% |
| 7D | -1.7% | +3.4% | -5.2% | -3.1% |
| 30D | -6.9% | -16.5% | +9.6% | -0.1% |
| 3M | -15.8% | +2.8% | -18.6% | -17.9% |
| 6M | +1.9% | +17.6% | -15.6% | -7.0% |
| YTD | +6.6% | -3.2% | +9.8% | +4.5% |
| 1Y | +23.7% | +0.4% | +23.2% | +18.2% |
| 3Y | +64.6% | +128.2% | -63.6% | +0.7% |
| 5Y | +156.4% | +137.7% | +18.6% | +44.9% |
| 10Y | +415.4% | +99.1% | +316.3% | +161.4% |
| All | +415.4% | +103.3% | +312.0% | +161.4% |
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