+25.4%
UAL vs MKC
-25.6%
+51.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.1% |
| 7D | +12.5% | -2.4% | +14.9% | +12.3% |
| 30D | +12.2% | +5.4% | +6.8% | +12.9% |
| 3M | -2.6% | -11.1% | +8.5% | -3.5% |
| 6M | +21.1% | -1.4% | +22.5% | +21.1% |
| YTD | +7.8% | -29.4% | +37.2% | +4.8% |
| 1Y | +25.4% | -24.7% | +50.1% | +22.7% |
| All | +25.4% | -25.6% | +51.0% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling