+133.6%
UAL vs MTB
+116.9%
+16.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +0.7% | +1.7% | -1.0% | -0.9% |
| 30D | -16.1% | -4.2% | -11.9% | -12.5% |
| 3M | +6.1% | +8.9% | -2.7% | -2.3% |
| 6M | +10.8% | +10.9% | 0.0% | +0.4% |
| YTD | -0.4% | +21.5% | -21.9% | -17.1% |
| 1Y | +5.0% | +21.9% | -16.9% | -13.0% |
| All | +133.6% | +116.9% | +16.7% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling