+1,079.5%
MPC vs UAL
+94.5%
+984.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -1.8% |
| 7D | -16.2% | +8.2% | -24.3% | -18.5% |
| 30D | -15.7% | +2.3% | -18.1% | -17.0% |
| 3M | +24.9% | -12.7% | +37.6% | +28.4% |
| 6M | +52.7% | +12.7% | +40.0% | +41.7% |
| YTD | +131.9% | +0.8% | +131.0% | +118.2% |
| 1Y | +96.6% | +17.8% | +78.9% | +74.1% |
| 3Y | +163.8% | +206.7% | -42.9% | +47.8% |
| 5Y | +533.1% | +113.9% | +419.2% | +275.2% |
| All | +1,079.5% | +94.5% | +984.9% | +590.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling