+170.0%
UAL vs MUB
+77.8%
+92.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +8.2% | +0.7% | +7.5% | +7.3% |
| 30D | +2.3% | +4.4% | -2.0% | -2.7% |
| 3M | -12.7% | -0.4% | -12.3% | -12.2% |
| 6M | +12.7% | -0.9% | +13.6% | +14.2% |
| YTD | +0.8% | +0.1% | +0.8% | +1.3% |
| 1Y | +17.8% | +0.5% | +17.3% | +17.8% |
| 3Y | +206.7% | +11.7% | +195.0% | +171.5% |
| 5Y | +113.9% | +3.2% | +110.7% | +106.8% |
| 10Y | +97.0% | +20.3% | +76.7% | +77.1% |
| All | +170.0% | +77.8% | +92.2% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 all: compounded portfolio wealth divided by compounded MUB 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…
all analysis · Full analysis span regression · 6 months rolling