-2.6%
UAL vs MRSH
-9.0%
+6.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -2.0% | -5.9% | +3.9% | -2.0% |
| 30D | -15.7% | -7.3% | -8.4% | -15.6% |
| 3M | +3.6% | +6.7% | -3.1% | +3.5% |
| 6M | +16.9% | +3.0% | +13.9% | +16.8% |
| YTD | -4.8% | -2.9% | -1.9% | -3.6% |
| All | -2.6% | -9.0% | +6.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling