+25.0%
UAL vs MULL
+2,561.4%
-2,536.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.8% | -9.3% | +1.0% |
| 7D | +0.7% | +17.3% | -16.6% | -1.4% |
| 30D | -16.1% | +23.5% | -39.6% | -18.8% |
| 3M | +6.1% | -24.0% | +30.1% | +2.6% |
| 6M | +10.8% | +276.7% | -265.9% | -21.0% |
| YTD | -0.4% | +565.1% | -565.5% | -37.9% |
| 1Y | +5.0% | +2,802.6% | -2,797.6% | -53.9% |
| All | +25.0% | +2,561.4% | -2,536.4% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling