+167.0%
MPC vs UAL
+191.7%
-24.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.6% | -3.7% |
| 7D | -12.8% | +5.0% | -17.8% | -13.0% |
| 30D | -12.7% | -1.2% | -11.5% | -12.7% |
| 3M | +27.1% | -16.8% | +43.8% | +28.7% |
| 6M | +45.8% | +18.0% | +27.8% | +41.8% |
| YTD | +134.7% | -1.2% | +135.9% | +132.8% |
| 1Y | +106.0% | +14.3% | +91.7% | +98.8% |
| All | +167.0% | +191.7% | -24.7% | +119.7% |
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