-7.8%
MP vs UAL
+110.9%
-118.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.5% | -3.9% |
| 7D | -19.0% | +5.0% | -24.0% | -21.2% |
| 30D | -30.5% | -1.2% | -29.2% | -30.3% |
| 3M | -29.6% | -16.8% | -12.8% | -23.8% |
| 6M | -50.4% | +18.0% | -68.4% | -55.0% |
| YTD | -33.2% | -1.2% | -32.0% | -35.4% |
| 1Y | -38.6% | +14.3% | -52.9% | -44.9% |
| 3Y | +105.5% | +194.6% | -89.1% | +3.7% |
| 5Y | -7.8% | +109.6% | -117.5% | -48.7% |
| All | -7.8% | +110.9% | -118.7% | -48.7% |
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