+206.7%
UAL vs MKC
-18.6%
+225.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.4% | +2.5% |
| 7D | +8.2% | +2.3% | +5.8% | +7.8% |
| 30D | +2.3% | +8.1% | -5.8% | +1.2% |
| 3M | -12.7% | -6.4% | -6.2% | -12.0% |
| 6M | +12.7% | +1.8% | +10.9% | +11.8% |
| YTD | +0.8% | -26.9% | +27.7% | +7.0% |
| 1Y | +17.8% | -21.7% | +39.5% | +22.1% |
| 3Y | +206.7% | -18.7% | +225.4% | +195.4% |
| All | +206.7% | -18.6% | +225.3% | +195.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling