+27.5%
UAL vs M
+36.6%
-9.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.6% | +0.4% | +4.0% |
| 7D | +11.9% | +8.3% | +3.7% | +7.5% |
| 30D | +5.2% | +14.2% | -8.9% | -1.8% |
| 3M | -12.7% | -1.1% | -11.6% | -12.5% |
| 6M | +28.5% | +36.6% | -8.1% | +7.3% |
| YTD | +3.5% | +19.8% | -16.3% | -8.2% |
| 1Y | +27.5% | +37.2% | -9.7% | +3.1% |
| All | +27.5% | +36.6% | -9.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling