+180.6%
MPC vs UAL
+127.4%
+53.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | +0.1% |
| 7D | +5.4% | +0.7% | +4.7% | +5.4% |
| 30D | +31.0% | -16.1% | +47.1% | +32.5% |
| 3M | +46.0% | +6.1% | +39.9% | +44.5% |
| 6M | +77.3% | +10.8% | +66.5% | +73.8% |
| YTD | +141.9% | -0.4% | +142.3% | +140.3% |
| 1Y | +120.9% | +5.0% | +115.9% | +116.7% |
| All | +180.6% | +127.4% | +53.2% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling