+101.1%
UAL vs MDY
+171.2%
-70.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.7% |
| 7D | +12.5% | 0.0% | +12.4% | +12.6% |
| 30D | +12.2% | +1.0% | +11.2% | +11.0% |
| 3M | -2.6% | -4.1% | +1.5% | +4.5% |
| 6M | +21.1% | +0.6% | +20.4% | +21.5% |
| YTD | +7.8% | +12.9% | -5.1% | -7.5% |
| 1Y | +25.4% | +14.6% | +10.8% | +5.3% |
| 3Y | +217.3% | +57.1% | +160.3% | +74.4% |
| 5Y | +132.9% | +37.1% | +95.8% | +60.6% |
| 10Y | +101.1% | +171.5% | -70.4% | -42.5% |
| All | +101.1% | +171.2% | -70.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling