+468.3%
UAL vs MXL
+249.5%
+218.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +1.3% |
| 7D | +0.7% | +1.6% | -0.9% | +0.3% |
| 30D | -16.1% | -7.0% | -9.1% | -15.3% |
| 3M | +6.1% | -33.4% | +39.5% | +10.3% |
| 6M | +10.8% | +260.2% | -249.3% | -32.2% |
| YTD | -0.4% | +260.0% | -260.3% | -39.4% |
| 1Y | +5.0% | +303.5% | -298.4% | -38.8% |
| 3Y | +124.0% | +160.4% | -36.4% | +28.2% |
| 5Y | +141.0% | +14.7% | +126.3% | +62.5% |
| 10Y | +118.0% | +215.6% | -97.6% | -0.2% |
| All | +468.3% | +249.5% | +218.7% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling