+467.9%
MMM vs UAL
+246.2%
+221.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.7% |
| 7D | +6.2% | +8.2% | -2.0% | +5.1% |
| 30D | +14.2% | +2.3% | +11.9% | +13.8% |
| 3M | +2.9% | -12.7% | +15.6% | +4.7% |
| 6M | +27.6% | +12.7% | +14.9% | +24.9% |
| YTD | +17.3% | +0.8% | +16.5% | +16.0% |
| 1Y | +15.1% | +17.8% | -2.7% | +11.3% |
| 3Y | +157.1% | +206.7% | -49.6% | +114.5% |
| 5Y | +45.1% | +113.9% | -68.8% | +24.1% |
| 10Y | +83.9% | +97.0% | -13.1% | +48.2% |
| All | +467.9% | +246.2% | +221.6% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling