+211.7%
MCD vs UAL
+94.5%
+117.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.8% |
| 7D | +7.1% | +8.2% | -1.0% | +6.1% |
| 30D | +19.8% | +2.3% | +17.4% | +19.3% |
| 3M | +0.8% | -12.7% | +13.5% | +2.3% |
| 6M | -1.3% | +12.7% | -14.0% | -3.4% |
| YTD | -7.8% | +0.8% | -8.6% | -9.0% |
| 1Y | -5.0% | +17.8% | -22.7% | -8.2% |
| 3Y | +10.5% | +206.7% | -196.1% | -10.7% |
| 5Y | +22.0% | +113.9% | -91.9% | +0.9% |
| All | +211.7% | +94.5% | +117.2% | +134.0% |
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