+273.4%
UAL vs MCO
+916.0%
-642.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.4% |
| 7D | +2.3% | -2.5% | +4.8% | +4.1% |
| 30D | +13.3% | +9.4% | +3.9% | +6.5% |
| 3M | -6.3% | +8.3% | -14.6% | -11.7% |
| 6M | +22.5% | +15.4% | +7.2% | +9.5% |
| YTD | +5.9% | +1.5% | +4.4% | +2.0% |
| 1Y | +24.7% | +5.4% | +19.3% | +16.9% |
| 3Y | +211.6% | +53.1% | +158.5% | +125.9% |
| 5Y | +130.6% | +39.4% | +91.2% | +75.0% |
| 10Y | +96.5% | +463.0% | -366.6% | -45.9% |
| All | +273.4% | +916.0% | -642.6% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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