+251.3%
UAL vs MDY
+530.5%
-279.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -16.1% | -1.5% | -14.6% | -14.1% |
| 3M | +6.1% | +0.8% | +5.4% | +5.6% |
| 6M | +10.8% | +7.4% | +3.4% | +1.7% |
| YTD | -0.4% | +15.2% | -15.6% | -17.0% |
| 1Y | +5.0% | +16.5% | -11.5% | -13.7% |
| 3Y | +124.0% | +46.8% | +77.2% | +37.2% |
| 5Y | +141.0% | +46.0% | +94.9% | +52.4% |
| 10Y | +118.0% | +172.1% | -54.1% | -37.8% |
| All | +251.3% | +530.5% | -279.2% | -64.7% |
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