+183.5%
MAR vs UAL
+117.7%
+65.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | +1.6% | -3.0% | +4.6% | +2.5% |
| 30D | +13.8% | +10.5% | +3.3% | +9.6% |
| 3M | +20.3% | -13.5% | +33.8% | +25.3% |
| 6M | +21.3% | +14.2% | +7.1% | +13.3% |
| YTD | +37.2% | -2.2% | +39.5% | +33.7% |
| 1Y | +48.4% | +12.5% | +36.0% | +37.3% |
| 3Y | +120.1% | +186.8% | -66.7% | +31.6% |
| All | +183.5% | +117.7% | +65.8% | +83.9% |
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