+31.8%
MCK vs UAL
+5.0%
+26.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -1.4% |
| 7D | +1.7% | +0.7% | +1.0% | +1.8% |
| 30D | +3.6% | -16.1% | +19.7% | +3.1% |
| 3M | +20.1% | +6.1% | +13.9% | +20.0% |
| 6M | -7.0% | +10.8% | -17.9% | -6.9% |
| YTD | +11.0% | -0.4% | +11.4% | +11.0% |
| 1Y | +31.8% | +5.0% | +26.8% | +34.8% |
| All | +31.8% | +5.0% | +26.9% | +34.8% |
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 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