+72.2%
MAR vs UAL
+127.4%
-55.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.5% |
| 7D | -4.2% | +0.7% | -4.9% | -4.4% |
| 30D | -6.7% | -16.1% | +9.4% | -2.3% |
| 3M | -12.5% | +6.1% | -18.6% | -14.8% |
| 6M | +0.6% | +10.8% | -10.3% | -4.0% |
| YTD | +9.1% | -0.4% | +9.5% | +6.8% |
| 1Y | +26.2% | +5.0% | +21.2% | +21.1% |
| All | +72.2% | +127.4% | -55.2% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling