+24.6%
UAL vs MULL
-49.3%
+73.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +12.3% | -5.5% | +5.7% |
| 7D | +10.2% | -27.1% | +37.3% | +12.1% |
| 30D | +12.0% | -54.2% | +66.3% | +18.2% |
| 3M | -7.1% | -42.0% | +34.9% | -4.5% |
| All | +24.6% | -49.3% | +73.9% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling