+3,005.7%
MPC vs UAL
+371.8%
+2,633.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.6% | +0.6% | -2.6% |
| 7D | -12.8% | +5.0% | -17.8% | -14.3% |
| 30D | -12.7% | -1.2% | -11.5% | -13.1% |
| 3M | +27.1% | -16.8% | +43.8% | +32.2% |
| 6M | +45.8% | +18.0% | +27.8% | +33.9% |
| YTD | +134.7% | -1.2% | +135.9% | +123.1% |
| 1Y | +106.0% | +14.3% | +91.7% | +85.9% |
| 3Y | +165.5% | +194.6% | -29.1% | +60.7% |
| 5Y | +540.9% | +109.6% | +431.3% | +305.7% |
| 10Y | +1,133.6% | +93.1% | +1,040.6% | +603.6% |
| All | +3,005.7% | +371.8% | +2,633.9% | +1,039.0% |
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