+73.7%
UAL vs MKC
+25.8%
+47.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 7D | -3.0% | -3.0% | -0.1% | -2.5% |
| 30D | +10.5% | +4.8% | +5.6% | +9.5% |
| 3M | -13.5% | -12.8% | -0.6% | -11.5% |
| 6M | +14.2% | +5.0% | +9.2% | +12.5% |
| YTD | -2.2% | -29.1% | +26.8% | +3.5% |
| 1Y | +12.5% | -26.4% | +38.9% | +18.1% |
| 3Y | +186.8% | -21.6% | +208.4% | +195.6% |
| 5Y | +119.4% | -35.2% | +154.6% | +132.2% |
| All | +73.7% | +25.8% | +47.9% | +63.9% |
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