+27.6%
MCK vs UAL
+22.8%
+4.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.0% | -1.0% | +7.0% |
| 7D | +11.3% | +11.9% | -0.6% | +11.4% |
| 30D | +16.8% | +5.2% | +11.6% | +16.8% |
| 3M | +28.9% | -12.7% | +41.6% | +28.0% |
| 6M | +32.7% | +28.5% | +4.1% | +32.8% |
| YTD | +30.8% | +3.5% | +27.2% | +30.4% |
| 1Y | +27.6% | +27.5% | 0.0% | +30.7% |
| All | +27.6% | +22.8% | +4.7% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling