+254.1%
MP vs UAL
+220.5%
+33.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.9% | +4.0% |
| 7D | -10.5% | +8.2% | -18.7% | -14.0% |
| 30D | -23.5% | +2.3% | -25.9% | -24.6% |
| 3M | -25.4% | -12.7% | -12.8% | -21.3% |
| 6M | -51.3% | +12.7% | -64.0% | -54.6% |
| YTD | -29.9% | +0.8% | -30.7% | -32.6% |
| 1Y | -31.8% | +17.8% | -49.6% | -39.2% |
| 3Y | +127.0% | +206.7% | -79.7% | +20.7% |
| 5Y | -3.3% | +113.9% | -117.2% | -42.5% |
| All | +254.1% | +220.5% | +33.6% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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