+56.5%
MPC vs UAL
+25.8%
+30.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.0% | -16.1% | -5.1% |
| 7D | -10.9% | +11.9% | -22.8% | -6.7% |
| 30D | -9.4% | +5.2% | -14.6% | -6.7% |
| 3M | +26.0% | -12.7% | +38.7% | +22.7% |
| 6M | +56.5% | +28.5% | +28.0% | +76.7% |
| All | +56.5% | +25.8% | +30.7% | +76.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling