+130.0%
UAL vs MKTX
-61.3%
+191.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -13.4% | +1.0% | -14.4% | -13.5% |
| 3M | -2.3% | +40.8% | -43.1% | -6.8% |
| 6M | +13.3% | -10.9% | +24.2% | +14.9% |
| YTD | -4.2% | -8.6% | +4.4% | -3.4% |
| 1Y | +1.4% | -11.6% | +13.0% | +2.7% |
| 3Y | +125.8% | -24.5% | +150.3% | +127.1% |
| 5Y | +130.0% | -60.7% | +190.7% | +159.6% |
| All | +130.0% | -61.3% | +191.3% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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