+172.8%
MDT vs UAL
+242.1%
-69.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.9% |
| 7D | +3.2% | +0.7% | +2.5% | +3.1% |
| 30D | +9.5% | -16.1% | +25.6% | +11.5% |
| 3M | +16.0% | +6.1% | +9.8% | +14.9% |
| 6M | +0.2% | +10.8% | -10.6% | -1.6% |
| YTD | -0.3% | -0.4% | +0.1% | -1.2% |
| 1Y | +4.7% | +5.0% | -0.3% | +2.8% |
| 3Y | +26.5% | +124.0% | -97.5% | +11.4% |
| 5Y | -18.2% | +141.0% | -159.2% | -30.0% |
| 10Y | +40.0% | +118.0% | -78.0% | +14.5% |
| All | +172.8% | +242.1% | -69.2% | +87.9% |
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 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