+251.3%
UAL vs M
+27.8%
+223.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.2% |
| 7D | +0.7% | +4.7% | -4.0% | -1.6% |
| 30D | -16.1% | -9.6% | -6.5% | -11.7% |
| 3M | +6.1% | +0.9% | +5.3% | +5.0% |
| 6M | +10.8% | +22.3% | -11.4% | -0.9% |
| YTD | -0.4% | +6.5% | -6.9% | -4.8% |
| 1Y | +5.0% | +38.8% | -33.7% | -13.1% |
| 3Y | +124.0% | +115.9% | +8.1% | +31.2% |
| 5Y | +141.0% | +28.6% | +112.3% | +59.3% |
| 10Y | +118.0% | -2.5% | +120.5% | +19.4% |
| All | +251.3% | +27.8% | +223.6% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling