+186.8%
UAL vs MTB
+106.3%
+80.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -2.4% |
| 7D | -3.0% | +1.5% | -4.6% | -4.4% |
| 30D | +10.5% | +2.3% | +8.1% | +8.3% |
| 3M | -13.5% | -12.1% | -1.4% | -1.5% |
| 6M | +14.2% | +9.8% | +4.4% | +3.9% |
| YTD | -2.2% | +12.0% | -14.2% | -12.2% |
| 1Y | +12.5% | +22.0% | -9.5% | -7.2% |
| 3Y | +186.8% | +107.6% | +79.2% | +76.1% |
| All | +186.8% | +106.3% | +80.6% | +76.1% |
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