+139.2%
UAL vs MTB
+101.8%
+37.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +0.7% | +1.7% | -1.0% | -0.6% |
| 30D | -16.1% | -4.2% | -11.9% | -13.2% |
| 3M | +6.1% | +8.9% | -2.7% | -0.6% |
| 6M | +10.8% | +10.9% | 0.0% | +2.6% |
| YTD | -0.4% | +21.5% | -21.9% | -13.7% |
| 1Y | +5.0% | +21.9% | -16.9% | -9.2% |
| 3Y | +124.0% | +109.2% | +14.8% | +38.6% |
| All | +139.2% | +101.8% | +37.3% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling