+1,866.8%
MCK vs UAL
+232.4%
+1,634.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.8% |
| 7D | -1.9% | +3.5% | -5.4% | -2.3% |
| 30D | +2.4% | -16.5% | +18.8% | +4.1% |
| 3M | +16.1% | +2.8% | +13.3% | +15.4% |
| 6M | -3.1% | +17.6% | -20.6% | -5.3% |
| YTD | +8.7% | -3.2% | +11.9% | +8.0% |
| 1Y | +28.1% | +0.4% | +27.6% | +26.4% |
| 3Y | +114.1% | +128.2% | -14.0% | +88.3% |
| 5Y | +342.5% | +137.7% | +204.8% | +278.3% |
| 10Y | +424.1% | +99.1% | +325.0% | +328.7% |
| All | +1,866.8% | +232.4% | +1,634.4% | +1,132.2% |
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 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