+241.4%
UAL vs MCO
+849.6%
-608.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.1% |
| 7D | +3.5% | -2.7% | +6.2% | +5.3% |
| 30D | -16.5% | +0.9% | -17.4% | -17.2% |
| 3M | +2.8% | +8.7% | -5.9% | -4.0% |
| 6M | +17.6% | +2.4% | +15.1% | +14.0% |
| YTD | -3.2% | -5.2% | +2.0% | -2.1% |
| 1Y | +0.4% | -4.4% | +4.8% | +0.6% |
| 3Y | +128.2% | +45.1% | +83.0% | +71.9% |
| 5Y | +137.7% | +31.5% | +106.2% | +87.2% |
| 10Y | +99.1% | +380.7% | -281.6% | -38.7% |
| All | +241.4% | +849.6% | -608.1% | -56.0% |
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