+128.2%
UAL vs MXL
+186.9%
-58.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.0% | -8.8% | -3.7% |
| 7D | +3.5% | +15.5% | -12.0% | +1.3% |
| 30D | -16.5% | -11.3% | -5.1% | -15.4% |
| 3M | +2.8% | -16.1% | +18.9% | +2.0% |
| 6M | +17.6% | +323.0% | -305.5% | -21.6% |
| YTD | -3.2% | +281.5% | -284.7% | -34.1% |
| 1Y | +0.4% | +319.3% | -318.9% | -33.8% |
| 3Y | +128.2% | +189.4% | -61.2% | +37.4% |
| All | +128.2% | +186.9% | -58.7% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling