+503.9%
UAL vs MXL
+234.0%
+269.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.4% | -13.2% | -4.3% |
| 7D | +2.3% | +5.5% | -3.2% | +0.1% |
| 30D | +13.3% | -32.6% | +46.0% | +21.1% |
| 3M | -6.3% | -13.1% | +6.9% | -7.1% |
| 6M | +22.5% | -41.4% | +63.9% | +26.0% |
| YTD | +5.9% | +243.9% | -238.1% | -37.1% |
| 1Y | +24.7% | +305.1% | -280.4% | -29.3% |
| 3Y | +211.6% | +260.1% | -48.5% | +59.0% |
| 5Y | +130.6% | -12.1% | +142.6% | +62.3% |
| 10Y | +96.5% | +182.8% | -86.3% | -10.7% |
| All | +503.9% | +234.0% | +269.9% | +184.6% |
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