+104.2%
UAL vs MDY
+170.4%
-66.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | +0.6% |
| 7D | -1.1% | -0.8% | -0.4% | +0.1% |
| 30D | -13.4% | -3.9% | -9.6% | -8.0% |
| 3M | -2.3% | 0.0% | -2.2% | -1.5% |
| 6M | +13.3% | +8.5% | +4.8% | +1.9% |
| YTD | -4.2% | +13.2% | -17.4% | -18.5% |
| 1Y | +1.4% | +15.0% | -13.6% | -15.5% |
| 3Y | +125.8% | +49.6% | +76.2% | +33.2% |
| 5Y | +130.0% | +46.0% | +84.0% | +44.0% |
| 10Y | +104.2% | +176.4% | -72.1% | -40.0% |
| All | +104.2% | +170.4% | -66.2% | -40.0% |
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