+48.4%
MAR vs UAL
+10.5%
+37.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.1% |
| 7D | +1.6% | -3.0% | +4.6% | +2.3% |
| 30D | +13.8% | +10.5% | +3.3% | +10.7% |
| 3M | +20.3% | -13.5% | +33.8% | +24.1% |
| 6M | +21.3% | +14.2% | +7.1% | +13.6% |
| YTD | +37.2% | -2.2% | +39.5% | +33.0% |
| 1Y | +48.4% | +12.5% | +36.0% | +36.6% |
| All | +48.4% | +10.5% | +37.9% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling