+417.0%
MMM vs UAL
+242.1%
+174.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.2% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -7.0% | -16.1% | +9.1% | -4.8% |
| 3M | +10.8% | +6.1% | +4.7% | +9.6% |
| 6M | +5.8% | +10.8% | -5.1% | +3.6% |
| YTD | +6.8% | -0.4% | +7.2% | +5.9% |
| 1Y | +10.4% | +5.0% | +5.4% | +8.4% |
| 3Y | +104.7% | +124.0% | -19.3% | +77.8% |
| 5Y | +23.6% | +141.0% | -117.4% | +4.0% |
| 10Y | +54.1% | +118.0% | -63.9% | +22.9% |
| All | +417.0% | +242.1% | +174.9% | +209.0% |
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