+35.1%
UAL vs MULL
+1,100.2%
-1,065.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +12.3% | -5.5% | +5.2% |
| 7D | +10.2% | -27.1% | +37.3% | +13.2% |
| 30D | +12.0% | -54.2% | +66.3% | +21.2% |
| 3M | -7.1% | -42.0% | +34.9% | -3.5% |
| 6M | +20.9% | -43.5% | +64.4% | +14.7% |
| YTD | +7.7% | +199.9% | -192.3% | -27.5% |
| 1Y | +23.6% | +292.8% | -269.3% | -22.9% |
| All | +35.1% | +1,100.2% | -1,065.1% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling