+280.3%
UAL vs MKC
+377.7%
-97.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +1.2% |
| 7D | +12.5% | -2.4% | +14.9% | +13.7% |
| 30D | +12.2% | +5.4% | +6.8% | +9.3% |
| 3M | -2.6% | -11.1% | +8.5% | +2.1% |
| 6M | +21.1% | -1.4% | +22.5% | +19.9% |
| YTD | +7.8% | -29.4% | +37.2% | +23.2% |
| 1Y | +25.4% | -24.7% | +50.1% | +38.3% |
| 3Y | +217.3% | -21.8% | +239.2% | +233.8% |
| 5Y | +132.9% | -36.0% | +168.9% | +161.3% |
| 10Y | +101.1% | +24.9% | +76.2% | +16.2% |
| All | +280.3% | +377.7% | -97.4% | -36.1% |
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