+25.2%
UAL vs MTB
+23.3%
+1.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +4.3% |
| 7D | +10.2% | -0.8% | +11.0% | +11.3% |
| 30D | +12.0% | +2.4% | +9.6% | +9.6% |
| 3M | -7.1% | -10.5% | +3.4% | +4.5% |
| 6M | +20.9% | +6.4% | +14.5% | +11.6% |
| YTD | +7.7% | +12.8% | -5.2% | -3.6% |
| All | +25.2% | +23.3% | +1.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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