+127.9%
UAL vs M
-2.8%
+130.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.3% | +3.6% |
| 7D | +10.2% | +2.5% | +7.6% | +9.1% |
| 30D | +12.0% | +10.1% | +2.0% | +7.8% |
| 3M | -7.1% | -0.9% | -6.2% | -7.0% |
| 6M | +20.9% | +30.2% | -9.3% | +8.3% |
| YTD | +7.7% | +16.3% | -8.6% | +0.5% |
| 1Y | +23.6% | +27.0% | -3.4% | +11.2% |
| 3Y | +222.6% | +154.5% | +68.1% | +104.9% |
| 5Y | +127.9% | -1.1% | +129.0% | +88.2% |
| All | +127.9% | -2.8% | +130.7% | +88.2% |
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