+47.9%
MMM vs UAL
+132.2%
-84.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +7.0% | +12.5% | -5.5% | +4.3% |
| 30D | +18.4% | +12.2% | +6.2% | +15.4% |
| 3M | +4.5% | -2.6% | +7.1% | +4.7% |
| 6M | +33.4% | +21.1% | +12.4% | +27.0% |
| YTD | +20.0% | +7.8% | +12.1% | +16.0% |
| 1Y | +15.0% | +25.4% | -10.4% | +7.5% |
| 3Y | +165.0% | +217.3% | -52.4% | +98.2% |
| 5Y | +47.9% | +132.9% | -85.0% | +12.6% |
| All | +47.9% | +132.2% | -84.2% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling