+0.4%
UAL vs MULL
+2,469.6%
-2,469.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.6% |
| 7D | +3.4% | +14.0% | -10.5% | +2.3% |
| 30D | -16.5% | +24.8% | -41.3% | -18.3% |
| 3M | +2.8% | -16.1% | +18.9% | -0.1% |
| 6M | +17.6% | +330.9% | -313.3% | -6.6% |
| YTD | -3.2% | +545.0% | -548.2% | -27.1% |
| 1Y | +0.4% | +2,427.1% | -2,426.7% | -29.8% |
| All | +0.4% | +2,469.6% | -2,469.2% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling