+1,226.9%
MAR vs UAL
+242.1%
+984.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.6% |
| 6M | +0.6% | +10.8% | -10.3% | -3.5% |
| YTD | +9.1% | -0.4% | +9.5% | +7.2% |
| 1Y | +26.2% | +5.0% | +21.2% | +21.6% |
| 3Y | +68.2% | +124.0% | -55.9% | +25.9% |
| 5Y | +163.9% | +141.0% | +22.9% | +89.3% |
| 10Y | +420.6% | +118.0% | +302.5% | +257.2% |
| All | +1,226.9% | +242.1% | +984.8% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling