+554.8%
MA vs UNP
+321.0%
+233.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.8% |
| 7D | -0.3% | -3.3% | +2.9% | +1.4% |
| 30D | +11.3% | +6.7% | +4.6% | +7.5% |
| 3M | +16.7% | +1.8% | +14.9% | +15.3% |
| 6M | +32.8% | +13.3% | +19.4% | +23.2% |
| YTD | +15.6% | +30.3% | -14.7% | -1.7% |
| 1Y | +19.6% | +36.9% | -17.4% | -1.2% |
| 3Y | +72.1% | +50.9% | +21.2% | +31.7% |
| 5Y | +96.0% | +37.9% | +58.1% | +54.7% |
| 10Y | +554.8% | +293.8% | +261.0% | +245.5% |
| All | +554.8% | +321.0% | +233.8% | +245.5% |
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