+1,506.3%
MO vs UAL
+246.2%
+1,260.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.0% |
| 7D | -2.4% | +8.2% | -10.6% | -3.1% |
| 30D | +9.7% | +2.3% | +7.4% | +9.4% |
| 3M | +14.1% | -12.7% | +26.8% | +15.1% |
| 6M | +11.9% | +12.7% | -0.8% | +10.2% |
| YTD | +38.4% | +0.8% | +37.6% | +36.9% |
| 1Y | +41.9% | +17.8% | +24.1% | +38.5% |
| 3Y | +134.5% | +206.7% | -72.2% | +106.5% |
| 5Y | +147.3% | +113.9% | +33.4% | +120.7% |
| 10Y | +135.2% | +97.0% | +38.2% | +101.4% |
| All | +1,506.3% | +246.2% | +1,260.0% | +1,032.9% |
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