+255.6%
UAL vs MKC
+394.9%
-139.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.4% | +3.5% |
| 7D | +8.2% | +2.3% | +5.8% | +7.1% |
| 30D | +2.3% | +8.1% | -5.8% | -1.4% |
| 3M | -12.7% | -6.4% | -6.2% | -10.6% |
| 6M | +12.7% | +1.8% | +10.9% | +10.1% |
| YTD | +0.8% | -26.9% | +27.7% | +13.4% |
| 1Y | +17.8% | -21.7% | +39.5% | +27.7% |
| 3Y | +206.7% | -18.7% | +225.4% | +217.1% |
| 5Y | +113.9% | -32.8% | +146.7% | +134.3% |
| 10Y | +97.0% | +27.0% | +70.0% | +13.9% |
| All | +255.6% | +394.9% | -139.3% | -41.2% |
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