+1,171.8%
MPC vs UAL
+80.6%
+1,091.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +1.0% |
| 7D | +11.2% | -3.0% | +14.3% | +12.1% |
| 30D | -14.5% | +10.5% | -24.9% | -17.8% |
| 3M | +16.7% | -13.5% | +30.2% | +20.2% |
| 6M | +67.6% | +14.2% | +53.3% | +54.6% |
| YTD | +157.9% | -2.2% | +160.2% | +144.6% |
| 1Y | +116.7% | +12.5% | +104.2% | +94.6% |
| 3Y | +199.8% | +186.8% | +12.9% | +71.7% |
| 5Y | +604.4% | +119.4% | +485.1% | +309.9% |
| All | +1,171.8% | +80.6% | +1,091.2% | +634.4% |
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