+137.7%
UAL vs MDY
+47.1%
+90.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -1.8% |
| 7D | +3.4% | +1.0% | +2.4% | +1.8% |
| 30D | -16.5% | -3.1% | -13.3% | -12.0% |
| 3M | +2.8% | +1.8% | +0.9% | +0.6% |
| 6M | +17.6% | +10.8% | +6.8% | +2.1% |
| YTD | -3.2% | +14.4% | -17.6% | -19.3% |
| 1Y | +0.4% | +15.2% | -14.8% | -16.8% |
| 3Y | +128.2% | +51.2% | +77.0% | +33.0% |
| 5Y | +137.7% | +47.2% | +90.5% | +52.9% |
| All | +137.7% | +47.1% | +90.6% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling