+855.4%
MU vs UAL
+197.6%
+657.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.3% |
| 7D | -22.0% | +8.2% | -30.2% | -24.7% |
| 30D | -36.6% | +2.3% | -38.9% | -37.4% |
| 3M | -21.7% | -12.7% | -9.0% | -17.5% |
| 6M | +3.5% | +12.7% | -9.2% | -1.8% |
| YTD | +141.9% | +0.8% | +141.1% | +135.9% |
| 1Y | +189.8% | +17.8% | +172.1% | +165.0% |
| 3Y | +855.4% | +206.7% | +648.7% | +523.8% |
| All | +855.4% | +197.6% | +657.7% | +523.8% |
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