+11.3%
UAL vs MULL
+337.5%
-326.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -5.7% |
| 7D | +0.7% | +43.3% | -42.6% | -2.5% |
| 30D | +7.8% | -37.4% | +45.2% | +10.4% |
| 3M | -11.1% | -36.8% | +25.8% | -9.5% |
| 6M | +16.1% | -36.9% | +52.9% | +11.0% |
| YTD | -0.5% | +250.7% | -251.2% | -21.2% |
| 1Y | +11.3% | +337.6% | -326.3% | -14.4% |
| All | +11.3% | +337.5% | -326.2% | -14.4% |
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