+1,135.3%
MPC vs UAL
+97.8%
+1,037.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +4.0% |
| 7D | +2.6% | +2.3% | +0.3% | +1.9% |
| 30D | -12.2% | +13.3% | -25.5% | -16.2% |
| 3M | +20.1% | -6.3% | +26.4% | +20.9% |
| 6M | +60.6% | +22.5% | +38.1% | +45.3% |
| YTD | +150.6% | +5.9% | +144.7% | +132.2% |
| 1Y | +104.7% | +24.7% | +80.0% | +78.0% |
| 3Y | +194.5% | +211.6% | -17.1% | +64.8% |
| 5Y | +582.3% | +130.6% | +451.7% | +293.6% |
| 10Y | +1,135.3% | +96.5% | +1,038.8% | +601.4% |
| All | +1,135.3% | +97.8% | +1,037.5% | +601.4% |
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 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