+259.1%
MP vs UAL
+229.1%
+30.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +8.0% | -13.1% | -8.6% |
| 7D | -12.5% | +11.9% | -24.5% | -17.2% |
| 30D | -23.3% | +5.2% | -28.6% | -25.3% |
| 3M | -24.4% | -12.7% | -11.6% | -20.2% |
| 6M | -45.8% | +28.5% | -74.3% | -52.4% |
| YTD | -28.9% | +3.5% | -32.4% | -32.5% |
| 1Y | -34.6% | +27.5% | -62.1% | -43.8% |
| 3Y | +118.7% | +208.6% | -89.9% | +15.9% |
| 5Y | -3.1% | +135.6% | -138.6% | -44.7% |
| All | +259.1% | +229.1% | +30.0% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling