+104.2%
UAL vs MKC
+26.7%
+77.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.1% | -4.3% | +3.2% | -0.4% |
| 30D | -13.4% | -3.1% | -10.3% | -13.0% |
| 3M | -2.3% | +6.8% | -9.1% | -3.8% |
| 6M | +13.3% | -18.3% | +31.7% | +17.4% |
| YTD | -4.2% | -23.1% | +18.8% | +0.1% |
| 1Y | +1.4% | -23.7% | +25.1% | +5.9% |
| 3Y | +125.8% | -31.0% | +156.8% | +138.8% |
| 5Y | +130.0% | -33.5% | +163.5% | +142.5% |
| 10Y | +104.2% | +30.3% | +74.0% | +90.6% |
| All | +104.2% | +26.7% | +77.6% | +90.6% |
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