+427.0%
MCK vs UAL
+112.5%
+314.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.2% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | +0.4% | -12.2% | +12.7% | +1.5% |
| 3M | +12.1% | -2.5% | +14.6% | +12.1% |
| 6M | -5.4% | +21.1% | -26.6% | -7.6% |
| YTD | +7.8% | -1.8% | +9.6% | +7.0% |
| 1Y | +22.9% | +0.4% | +22.5% | +21.6% |
| 3Y | +110.7% | +130.3% | -19.6% | +85.1% |
| 5Y | +346.2% | +147.7% | +198.5% | +276.6% |
| All | +427.0% | +112.5% | +314.6% | +332.2% |
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