+137.7%
UAL vs MKC
-33.2%
+171.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | +3.4% | -4.3% | +7.8% | +4.3% |
| 30D | -16.5% | -2.0% | -14.5% | -16.2% |
| 3M | +2.8% | +10.0% | -7.2% | +0.5% |
| 6M | +17.6% | -18.5% | +36.1% | +22.6% |
| YTD | -3.2% | -22.4% | +19.2% | +1.7% |
| 1Y | +0.4% | -23.6% | +24.1% | +5.8% |
| 3Y | +128.2% | -30.4% | +158.6% | +142.1% |
| 5Y | +137.7% | -34.2% | +171.9% | +174.4% |
| All | +137.7% | -33.2% | +171.0% | +174.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling