+445.3%
MP vs UAL
+216.6%
+228.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.3% |
| 7D | -2.9% | +0.7% | -3.6% | -3.2% |
| 30D | +13.8% | -16.1% | +29.9% | +22.8% |
| 3M | -16.7% | +6.1% | -22.8% | -19.6% |
| 6M | -11.5% | +10.8% | -22.3% | -17.2% |
| YTD | +7.9% | -0.4% | +8.3% | +4.8% |
| 1Y | -15.0% | +5.0% | -20.1% | -20.1% |
| 3Y | +153.5% | +124.0% | +29.5% | +56.0% |
| 5Y | +58.7% | +141.0% | -82.3% | -10.0% |
| All | +445.3% | +216.6% | +228.7% | +200.2% |
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 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