+88.5%
MA vs UNP
+39.6%
+48.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +1.3% | +4.2% | -2.9% | -0.4% |
| 30D | +9.6% | +5.6% | +4.0% | +7.2% |
| 3M | +16.8% | +2.0% | +14.7% | +15.7% |
| 6M | +35.2% | +15.4% | +19.8% | +26.9% |
| YTD | +16.6% | +32.7% | -16.2% | +2.3% |
| 1Y | +19.8% | +39.4% | -19.7% | +2.7% |
| 3Y | +70.7% | +54.3% | +16.4% | +37.7% |
| All | +88.5% | +39.6% | +48.9% | +49.1% |
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