+76.8%
UAL vs MXL
+176.8%
-100.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.4% | -5.6% |
| 7D | +0.7% | +33.1% | -32.4% | -6.0% |
| 30D | +7.8% | -33.5% | +41.3% | +15.8% |
| 3M | -11.1% | -20.7% | +9.6% | -9.9% |
| 6M | +16.1% | -35.9% | +51.9% | +16.9% |
| YTD | -0.5% | +238.3% | -238.8% | -43.8% |
| 1Y | +11.3% | +296.2% | -285.0% | -40.3% |
| 3Y | +192.8% | +254.1% | -61.3% | +36.6% |
| 5Y | +123.3% | -14.1% | +137.4% | +56.0% |
| All | +76.8% | +176.8% | -100.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling