-15.0%
MP vs UAL
+5.0%
-20.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.5% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +13.8% | -16.1% | +29.9% | +20.7% |
| 3M | -16.7% | +6.1% | -22.8% | -18.9% |
| 6M | -11.5% | +10.8% | -22.3% | -17.2% |
| YTD | +7.9% | -0.4% | +8.3% | +3.2% |
| 1Y | -15.0% | +5.0% | -20.1% | -22.3% |
| All | -15.0% | +5.0% | -20.0% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling