+94.4%
MO vs UAL
+127.4%
-33.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -1.1% |
| 7D | -2.0% | +3.4% | -5.5% | -2.0% |
| 30D | -0.3% | -16.5% | +16.2% | -0.5% |
| 3M | -2.9% | +2.8% | -5.7% | -2.9% |
| 6M | +5.8% | +17.6% | -11.8% | +6.0% |
| YTD | +22.0% | -3.2% | +25.2% | +22.3% |
| 1Y | +10.7% | +0.4% | +10.2% | +10.9% |
| 3Y | +94.4% | +128.2% | -33.8% | +89.1% |
| All | +94.4% | +127.4% | -33.0% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling