+117.2%
MPC vs UAL
+22.8%
+94.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.0% | -16.1% | -6.3% |
| 7D | -10.9% | +11.9% | -22.8% | -8.5% |
| 30D | -9.4% | +5.2% | -14.6% | -7.8% |
| 3M | +26.0% | -12.7% | +38.7% | +24.7% |
| 6M | +56.5% | +28.5% | +28.0% | +63.7% |
| YTD | +144.3% | +3.5% | +140.7% | +157.1% |
| 1Y | +117.2% | +27.5% | +89.7% | +129.4% |
| All | +117.2% | +22.8% | +94.4% | +129.4% |
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 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