+130.0%
UAL vs MXL
+34.9%
+95.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.6% | -2.4% |
| 7D | -1.1% | +19.0% | -20.1% | -4.3% |
| 30D | -13.4% | +4.5% | -17.9% | -14.6% |
| 3M | -2.3% | -1.5% | -0.8% | -6.1% |
| 6M | +13.3% | +348.6% | -335.3% | -30.6% |
| YTD | -4.2% | +310.3% | -314.5% | -40.2% |
| 1Y | +1.4% | +344.7% | -343.3% | -38.8% |
| 3Y | +125.8% | +211.2% | -85.4% | +28.8% |
| 5Y | +130.0% | +34.8% | +95.1% | +71.7% |
| All | +130.0% | +34.9% | +95.0% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling