+101.1%
UAL vs MKC
+21.5%
+79.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.6% |
| 7D | +12.5% | -2.4% | +14.9% | +13.0% |
| 30D | +12.2% | +5.4% | +6.8% | +11.1% |
| 3M | -2.6% | -11.1% | +8.5% | -0.7% |
| 6M | +21.1% | -1.4% | +22.5% | +20.7% |
| YTD | +7.8% | -29.4% | +37.2% | +14.3% |
| 1Y | +25.4% | -24.7% | +50.1% | +30.9% |
| 3Y | +217.3% | -21.8% | +239.2% | +227.2% |
| 5Y | +132.9% | -36.0% | +168.9% | +147.0% |
| 10Y | +101.1% | +24.9% | +76.2% | +88.7% |
| All | +101.1% | +21.5% | +79.7% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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