+92.6%
UAL vs M
-4.2%
+96.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +4.0% |
| 7D | +8.2% | -4.3% | +12.4% | +10.2% |
| 30D | +2.3% | +1.3% | +1.1% | +1.6% |
| 3M | -12.7% | -7.4% | -5.3% | -10.1% |
| 6M | +12.7% | +18.3% | -5.6% | +4.0% |
| YTD | +0.8% | +7.6% | -6.8% | -3.4% |
| 1Y | +17.8% | +17.4% | +0.4% | +8.4% |
| 3Y | +206.7% | +108.4% | +98.3% | +103.1% |
| 5Y | +113.9% | -10.6% | +124.5% | +86.9% |
| All | +92.6% | -4.2% | +96.8% | +0.9% |
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