+3,971.9%
MU vs UAL
+94.5%
+3,877.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.4% |
| 7D | -22.0% | +8.2% | -30.2% | -24.3% |
| 30D | -36.6% | +2.3% | -38.9% | -37.2% |
| 3M | -21.7% | -12.7% | -9.0% | -18.3% |
| 6M | +3.5% | +12.7% | -9.2% | -1.0% |
| YTD | +141.9% | +0.8% | +141.1% | +137.5% |
| 1Y | +189.8% | +17.8% | +172.1% | +169.6% |
| 3Y | +855.4% | +206.7% | +648.7% | +521.2% |
| 5Y | +869.2% | +113.9% | +755.3% | +578.2% |
| All | +3,971.9% | +94.5% | +3,877.4% | +2,600.1% |
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 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