+475.9%
MMM vs UAL
+239.3%
+236.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -2.6% |
| 7D | +5.9% | +5.0% | +0.9% | +5.2% |
| 30D | +14.7% | -1.2% | +16.0% | +14.9% |
| 3M | +3.6% | -16.8% | +20.4% | +6.0% |
| 6M | +32.7% | +18.0% | +14.8% | +29.1% |
| YTD | +18.9% | -1.2% | +20.1% | +18.0% |
| 1Y | +16.4% | +14.3% | +2.1% | +13.0% |
| 3Y | +159.8% | +194.6% | -34.7% | +117.9% |
| 5Y | +47.2% | +109.6% | -62.5% | +26.2% |
| 10Y | +86.5% | +93.1% | -6.6% | +50.7% |
| All | +475.9% | +239.3% | +236.6% | +244.3% |
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