+83.0%
MMM vs UAL
+106.7%
-23.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +0.6% |
| 7D | +5.8% | +10.2% | -4.4% | +3.8% |
| 30D | +17.9% | +12.0% | +5.9% | +15.3% |
| 3M | +3.6% | -7.1% | +10.7% | +4.7% |
| 6M | +32.9% | +20.9% | +12.0% | +27.2% |
| YTD | +19.5% | +7.7% | +11.8% | +16.0% |
| 1Y | +16.5% | +23.6% | -7.0% | +10.1% |
| 3Y | +167.2% | +222.6% | -55.4% | +104.8% |
| 5Y | +48.2% | +127.9% | -79.7% | +17.1% |
| 10Y | +83.0% | +100.2% | -17.2% | +48.9% |
| All | +83.0% | +106.7% | -23.7% | +48.9% |
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