+255.6%
UAL vs MDY
+501.2%
-245.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.1% |
| 7D | +8.2% | -1.7% | +9.8% | +11.0% |
| 30D | +2.3% | -0.9% | +3.3% | +4.0% |
| 3M | -12.7% | -5.7% | -6.9% | -4.3% |
| 6M | +12.7% | -2.9% | +15.6% | +19.2% |
| YTD | +0.8% | +9.8% | -9.0% | -9.6% |
| 1Y | +17.8% | +13.5% | +4.3% | +0.8% |
| 3Y | +206.7% | +51.9% | +154.8% | +79.4% |
| 5Y | +113.9% | +32.0% | +81.8% | +57.4% |
| 10Y | +97.0% | +176.5% | -79.5% | -44.7% |
| All | +255.6% | +501.2% | -245.6% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling