+73.1%
MA vs UNP
+51.0%
+22.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.7% | -5.3% | +2.6% | -0.5% |
| 30D | +1.5% | -1.5% | +3.1% | +2.1% |
| 3M | +20.4% | +10.3% | +10.2% | +15.4% |
| 6M | +11.1% | +9.7% | +1.5% | +6.2% |
| YTD | +2.0% | +27.1% | -25.1% | -9.0% |
| 1Y | -2.2% | +32.6% | -34.7% | -14.4% |
| 3Y | +41.9% | +40.0% | +1.9% | +19.4% |
| All | +73.1% | +51.0% | +22.1% | +35.0% |
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