+22.6%
UAL vs MULL
+1,230.7%
-1,208.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.4% | -1.1% |
| 7D | -3.0% | +24.5% | -27.6% | -6.0% |
| 30D | +10.5% | -35.5% | +46.0% | +14.1% |
| 3M | -13.5% | -44.8% | +31.3% | -9.7% |
| 6M | +14.2% | -45.5% | +59.7% | +9.1% |
| YTD | -2.2% | +232.5% | -234.8% | -35.2% |
| 1Y | +12.5% | +343.3% | -330.8% | -30.9% |
| All | +22.6% | +1,230.7% | -1,208.0% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling