+44.9%
UAL vs MGY
+176.7%
-131.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.3% |
| 7D | -3.0% | +4.5% | -7.5% | -4.9% |
| 30D | +10.5% | -0.4% | +10.9% | +9.6% |
| 3M | -13.5% | -4.3% | -9.1% | -13.6% |
| 6M | +14.2% | -12.9% | +27.1% | +16.1% |
| YTD | -2.2% | +15.2% | -17.4% | -14.1% |
| 1Y | +12.5% | +10.3% | +2.1% | +0.5% |
| 3Y | +186.8% | +23.6% | +163.2% | +138.7% |
| 5Y | +119.4% | +35.7% | +83.6% | +58.7% |
| All | +44.9% | +176.7% | -131.8% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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