+1,260.0%
MCD vs UAL
+239.3%
+1,020.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.3% |
| 7D | +8.0% | +5.0% | +3.0% | +7.5% |
| 30D | +19.6% | -1.2% | +20.8% | +19.7% |
| 3M | +2.2% | -16.8% | +19.0% | +3.8% |
| 6M | -1.1% | +18.0% | -19.1% | -3.2% |
| YTD | -7.2% | -1.2% | -6.1% | -8.0% |
| 1Y | -6.7% | +14.3% | -21.0% | -8.9% |
| 3Y | +11.6% | +194.6% | -183.0% | -3.3% |
| 5Y | +22.6% | +109.6% | -87.0% | +7.8% |
| 10Y | +218.4% | +93.1% | +125.3% | +165.5% |
| All | +1,260.0% | +239.3% | +1,020.7% | +791.8% |
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