+92.3%
MA vs UNP
+35.3%
+57.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.6% |
| 7D | +2.3% | -4.6% | +6.9% | +4.3% |
| 30D | +14.7% | +5.6% | +9.0% | +12.2% |
| 3M | +13.5% | -1.3% | +14.8% | +14.0% |
| 6M | +33.1% | +9.2% | +23.9% | +27.8% |
| YTD | +15.1% | +27.3% | -12.3% | +2.7% |
| 1Y | +18.7% | +35.9% | -17.2% | +2.8% |
| 3Y | +72.1% | +45.5% | +26.6% | +42.3% |
| All | +92.3% | +35.3% | +57.0% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling