+443.0%
MP vs LUV
+23.8%
+419.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -0.7% | +0.7% | -1.4% | -1.1% |
| 30D | -0.7% | -13.4% | +12.8% | +6.4% |
| 3M | 0.0% | -9.6% | +9.6% | +4.2% |
| 6M | -10.0% | -8.9% | -1.0% | -7.3% |
| YTD | +7.5% | -5.2% | +12.6% | +5.4% |
| 1Y | -14.0% | +27.0% | -41.1% | -28.7% |
| 3Y | +153.5% | +39.6% | +113.9% | +85.2% |
| 5Y | +62.7% | -14.4% | +77.1% | +53.1% |
| All | +443.0% | +23.8% | +419.2% | +352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling