-13.9%
MP vs UAL
+129.5%
-143.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.6% |
| 7D | +2.3% | +2.3% | 0.0% | +1.3% |
| 30D | -15.3% | +13.3% | -28.6% | -20.4% |
| 3M | -33.5% | -6.3% | -27.2% | -31.7% |
| 6M | -45.5% | +22.5% | -68.0% | -51.4% |
| YTD | -27.3% | +5.9% | -33.2% | -31.8% |
| 1Y | -40.7% | +24.7% | -65.4% | -48.9% |
| 3Y | +145.9% | +211.6% | -65.7% | +21.4% |
| 5Y | -13.9% | +130.6% | -144.5% | -54.6% |
| All | -13.9% | +129.5% | -143.4% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling