+40.6%
MDT vs UAL
+98.4%
-57.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +2.8% | -13.4% | +16.2% | +5.1% |
| 3M | +13.1% | -2.3% | +15.4% | +13.0% |
| 6M | +2.3% | +13.3% | -11.0% | -0.8% |
| YTD | -2.7% | -4.2% | +1.5% | -3.6% |
| 1Y | +0.9% | +1.4% | -0.5% | -1.4% |
| 3Y | +26.8% | +125.8% | -99.0% | +2.8% |
| 5Y | -19.5% | +130.0% | -149.4% | -37.3% |
| 10Y | +40.6% | +104.2% | -63.7% | -0.9% |
| All | +40.6% | +98.4% | -57.8% | -0.9% |
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