+137.5%
UAL vs M
-2.0%
+139.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | +2.3% | -3.3% | +5.6% | +3.6% |
| 30D | +13.3% | +8.1% | +5.2% | +9.9% |
| 3M | -6.3% | +2.2% | -8.5% | -7.3% |
| 6M | +22.5% | +35.1% | -12.6% | +8.2% |
| YTD | +5.9% | +15.8% | -10.0% | -1.0% |
| 1Y | +24.7% | +25.8% | -1.2% | +12.6% |
| 3Y | +211.6% | +156.2% | +55.3% | +97.3% |
| All | +137.5% | -2.0% | +139.6% | +97.2% |
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