+111.2%
MO vs UAL
+98.4%
+12.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | +3.6% | -13.4% | +17.0% | +5.0% |
| 3M | -3.7% | -2.3% | -1.4% | -3.8% |
| 6M | +4.5% | +13.3% | -8.8% | +2.2% |
| YTD | +21.5% | -4.2% | +25.7% | +20.7% |
| 1Y | +9.5% | +1.4% | +8.1% | +7.8% |
| 3Y | +93.6% | +125.8% | -32.2% | +65.9% |
| 5Y | +97.5% | +130.0% | -32.5% | +63.6% |
| 10Y | +111.2% | +104.2% | +6.9% | +68.4% |
| All | +111.2% | +98.4% | +12.7% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling