+251.3%
UAL vs MKC
+426.9%
-175.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | +0.7% | -5.9% | +6.6% | +3.5% |
| 30D | -16.1% | -0.9% | -15.2% | -16.0% |
| 3M | +6.1% | +12.7% | -6.6% | -0.6% |
| 6M | +10.8% | -19.3% | +30.1% | +20.7% |
| YTD | -0.4% | -22.2% | +21.8% | +9.3% |
| 1Y | +5.0% | -23.3% | +28.4% | +15.4% |
| 3Y | +124.0% | -30.0% | +154.0% | +152.2% |
| 5Y | +141.0% | -33.8% | +174.7% | +169.0% |
| 10Y | +118.0% | +24.4% | +93.6% | +32.1% |
| All | +251.3% | +426.9% | -175.6% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling