+112.3%
UAL vs MLM
+23.5%
+88.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.9% | +3.5% |
| 7D | +8.2% | -4.1% | +12.3% | +12.0% |
| 30D | +2.3% | +8.2% | -5.8% | -4.1% |
| 3M | -12.7% | -3.6% | -9.1% | -10.3% |
| 6M | +12.7% | -15.6% | +28.3% | +28.1% |
| YTD | +0.8% | -16.4% | +17.3% | +15.3% |
| 1Y | +17.8% | -14.3% | +32.1% | +31.9% |
| 3Y | +206.7% | +19.3% | +187.4% | +160.3% |
| All | +112.3% | +23.5% | +88.7% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling