+505.6%
MA vs UNP
+273.1%
+232.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -1.8% | -0.7% | -1.0% | -1.4% |
| 30D | +1.4% | -1.1% | +2.6% | +2.0% |
| 3M | +17.7% | +7.9% | +9.9% | +12.6% |
| 6M | +9.7% | +14.6% | -5.0% | +0.7% |
| YTD | +0.5% | +26.6% | -26.1% | -13.0% |
| 1Y | -2.1% | +35.6% | -37.6% | -18.6% |
| 3Y | +40.1% | +45.5% | -5.4% | +9.8% |
| 5Y | +67.5% | +50.0% | +17.5% | +25.4% |
| 10Y | +505.6% | +271.8% | +233.8% | +213.3% |
| All | +505.6% | +273.1% | +232.5% | +213.3% |
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