+45.3%
MMM vs UAL
+109.3%
-64.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.8% |
| 7D | +6.2% | +8.2% | -2.0% | +4.5% |
| 30D | +14.2% | +2.3% | +11.9% | +13.5% |
| 3M | +2.9% | -12.7% | +15.6% | +5.5% |
| 6M | +27.6% | +12.7% | +14.9% | +23.3% |
| YTD | +17.3% | +0.8% | +16.5% | +15.1% |
| 1Y | +15.1% | +17.8% | -2.7% | +9.0% |
| 3Y | +157.1% | +206.7% | -49.6% | +93.9% |
| All | +45.3% | +109.3% | -64.0% | +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