+96.6%
MPC vs UAL
+18.2%
+78.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.3% | -0.8% |
| 7D | -16.2% | +8.2% | -24.3% | -14.5% |
| 30D | -15.7% | +2.3% | -18.1% | -14.7% |
| 3M | +24.9% | -12.7% | +37.6% | +23.4% |
| 6M | +52.7% | +12.7% | +40.0% | +57.5% |
| YTD | +131.9% | +0.8% | +131.0% | +142.7% |
| 1Y | +96.6% | +17.8% | +78.9% | +107.1% |
| All | +96.6% | +18.2% | +78.4% | +107.1% |
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