+584.1%
MA vs UNP
+288.6%
+295.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | -0.5% | +2.1% | -2.6% | -1.7% |
| 30D | +7.9% | +7.7% | +0.2% | +3.6% |
| 3M | +16.8% | +4.0% | +12.7% | +14.0% |
| 6M | +31.0% | +15.7% | +15.3% | +20.1% |
| YTD | +15.0% | +33.5% | -18.4% | -3.6% |
| 1Y | +17.0% | +38.9% | -21.9% | -4.2% |
| 3Y | +68.5% | +53.7% | +14.8% | +27.4% |
| 5Y | +85.0% | +40.4% | +44.5% | +44.2% |
| All | +584.1% | +288.6% | +295.5% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling