+116.5%
UAL vs M
-3.3%
+119.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.3% |
| 7D | -3.0% | +7.0% | -10.1% | -5.5% |
| 30D | +10.5% | +8.9% | +1.6% | +6.8% |
| 3M | -13.5% | +4.5% | -18.0% | -15.2% |
| 6M | +14.2% | +36.2% | -22.0% | +0.6% |
| YTD | -2.2% | +15.1% | -17.4% | -8.4% |
| 1Y | +12.5% | +27.4% | -15.0% | +1.2% |
| 3Y | +186.8% | +160.1% | +26.7% | +80.7% |
| All | +116.5% | -3.3% | +119.8% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling