+3,101.0%
MPC vs UAL
+375.6%
+2,725.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.4% |
| 7D | +5.4% | +0.7% | +4.7% | +5.1% |
| 30D | +31.0% | -16.1% | +47.1% | +37.4% |
| 3M | +46.0% | +6.1% | +39.9% | +41.3% |
| 6M | +77.3% | +10.8% | +66.5% | +65.6% |
| YTD | +141.9% | -0.4% | +142.3% | +132.0% |
| 1Y | +120.9% | +5.0% | +115.9% | +106.3% |
| 3Y | +182.7% | +124.0% | +58.7% | +89.1% |
| 5Y | +646.4% | +141.0% | +505.5% | +352.0% |
| 10Y | +1,138.7% | +118.0% | +1,020.7% | +593.3% |
| All | +3,101.0% | +375.6% | +2,725.4% | +1,084.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling