+22.7%
MCD vs UAL
+109.3%
-86.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.6% | -0.7% |
| 7D | +7.1% | +8.2% | -1.0% | +6.5% |
| 30D | +19.8% | +2.3% | +17.4% | +19.5% |
| 3M | +0.8% | -12.7% | +13.5% | +1.6% |
| 6M | -1.3% | +12.7% | -14.0% | -2.5% |
| YTD | -7.8% | +0.8% | -8.6% | -8.5% |
| 1Y | -5.0% | +17.8% | -22.7% | -6.8% |
| 3Y | +10.5% | +206.7% | -196.1% | -4.6% |
| All | +22.7% | +109.3% | -86.5% | +9.4% |
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