+214.9%
UAL vs MLM
+27.5%
+187.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.4% | +5.6% | +6.0% |
| 7D | +11.9% | +9.1% | +2.8% | +4.1% |
| 30D | +5.2% | +14.6% | -9.4% | -6.2% |
| 3M | -12.7% | +0.3% | -13.0% | -13.0% |
| 6M | +28.5% | -7.5% | +36.0% | +36.3% |
| YTD | +3.5% | -10.2% | +13.8% | +11.8% |
| 1Y | +27.5% | -10.5% | +38.0% | +37.7% |
| All | +214.9% | +27.5% | +187.4% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 3y: compounded portfolio wealth divided by compounded MLM 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…
3y analysis · Full analysis span regression · 6 months rolling