+4,105.1%
MU vs UAL
+239.3%
+3,865.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.6% | -12.9% | -16.2% |
| 7D | -29.7% | +5.0% | -34.8% | -30.8% |
| 30D | -37.2% | -1.2% | -36.0% | -37.1% |
| 3M | -26.5% | -16.8% | -9.7% | -23.0% |
| 6M | +2.6% | +18.0% | -15.4% | -2.1% |
| YTD | +130.1% | -1.2% | +131.3% | +128.6% |
| 1Y | +176.7% | +14.3% | +162.4% | +164.1% |
| 3Y | +813.1% | +194.6% | +618.5% | +560.4% |
| 5Y | +822.0% | +109.6% | +712.3% | +608.8% |
| 10Y | +3,936.2% | +93.1% | +3,843.1% | +2,719.7% |
| All | +4,105.1% | +239.3% | +3,865.7% | +1,823.2% |
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