+1,330.6%
MO vs UAL
+242.1%
+1,088.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +0.6% | -16.1% | +16.7% | +2.0% |
| 3M | -1.0% | +6.1% | -7.1% | -1.7% |
| 6M | +4.3% | +10.8% | -6.5% | +2.9% |
| YTD | +23.3% | -0.4% | +23.7% | +22.3% |
| 1Y | +10.5% | +5.0% | +5.4% | +8.8% |
| 3Y | +96.3% | +124.0% | -27.8% | +77.6% |
| 5Y | +98.9% | +141.0% | -42.1% | +75.8% |
| 10Y | +103.6% | +118.0% | -14.4% | +73.4% |
| All | +1,330.6% | +242.1% | +1,088.6% | +911.5% |
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