+76.3%
MMM vs UAL
+80.6%
-4.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.6% |
| 7D | -0.4% | -3.0% | +2.7% | +0.1% |
| 30D | +12.1% | +10.5% | +1.7% | +10.0% |
| 3M | +1.4% | -13.5% | +14.9% | +4.0% |
| 6M | +26.6% | +14.2% | +12.4% | +22.4% |
| YTD | +16.8% | -2.2% | +19.1% | +15.5% |
| 1Y | +10.1% | +12.5% | -2.4% | +5.9% |
| 3Y | +158.4% | +186.8% | -28.4% | +102.3% |
| 5Y | +43.1% | +119.4% | -76.3% | +14.0% |
| All | +76.3% | +80.6% | -4.2% | +43.4% |
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