+11.3%
UAL vs MXL
+292.8%
-281.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.4% | -5.9% |
| 7D | +0.7% | +33.1% | -32.4% | -1.9% |
| 30D | +7.8% | -33.5% | +41.3% | +10.8% |
| 3M | -11.1% | -20.7% | +9.6% | -10.3% |
| 6M | +16.1% | -35.9% | +51.9% | +16.7% |
| YTD | -0.5% | +238.3% | -238.8% | -33.5% |
| 1Y | +11.3% | +296.2% | -285.0% | -30.3% |
| All | +11.3% | +292.8% | -281.5% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling