+101.1%
UAL vs M
-3.0%
+104.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +12.5% | +5.0% | +7.4% | +10.2% |
| 30D | +12.2% | +10.6% | +1.6% | +7.4% |
| 3M | -2.6% | +1.6% | -4.2% | -3.6% |
| 6M | +21.1% | +30.8% | -9.8% | +7.1% |
| YTD | +7.8% | +16.9% | -9.1% | -0.2% |
| 1Y | +25.4% | +26.3% | -0.9% | +12.0% |
| 3Y | +217.3% | +158.6% | +58.7% | +92.1% |
| 5Y | +132.9% | +2.1% | +130.8% | +92.3% |
| 10Y | +101.1% | -4.3% | +105.5% | +5.3% |
| All | +101.1% | -3.0% | +104.2% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling