+197.4%
MDT vs UAL
+246.2%
-48.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.1% |
| 7D | +5.4% | +8.2% | -2.7% | +4.6% |
| 30D | +19.1% | +2.3% | +16.7% | +18.6% |
| 3M | +19.5% | -12.7% | +32.1% | +20.9% |
| 6M | +33.5% | +12.7% | +20.8% | +30.9% |
| YTD | +8.7% | +0.8% | +7.9% | +7.3% |
| 1Y | +16.8% | +17.8% | -1.0% | +13.2% |
| 3Y | +53.0% | +206.7% | -153.7% | +30.0% |
| 5Y | -2.9% | +113.9% | -116.8% | -15.8% |
| 10Y | +61.4% | +97.0% | -35.6% | +33.0% |
| All | +197.4% | +246.2% | -48.9% | +104.2% |
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