+104.9%
MMM vs UAL
+127.4%
-22.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.4% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | -7.0% | -16.1% | +9.1% | -3.5% |
| 3M | +10.8% | +6.1% | +4.7% | +8.9% |
| 6M | +5.8% | +10.8% | -5.1% | +2.3% |
| YTD | +6.8% | -0.4% | +7.2% | +5.2% |
| 1Y | +10.4% | +5.0% | +5.4% | +6.9% |
| All | +104.9% | +127.4% | -22.5% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling