+96.5%
UAL vs M
-5.1%
+101.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +2.3% | -3.3% | +5.6% | +3.7% |
| 30D | +13.3% | +8.1% | +5.2% | +9.6% |
| 3M | -6.3% | +2.2% | -8.5% | -7.4% |
| 6M | +22.5% | +35.1% | -12.6% | +7.0% |
| YTD | +5.9% | +15.8% | -10.0% | -1.7% |
| 1Y | +24.7% | +25.8% | -1.2% | +11.5% |
| 3Y | +211.6% | +156.2% | +55.3% | +89.4% |
| 5Y | +130.6% | -2.4% | +132.9% | +94.2% |
| 10Y | +96.5% | -7.1% | +103.6% | +4.1% |
| All | +96.5% | -5.1% | +101.6% | +4.1% |
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 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