+15,614.6%
MA vs UNP
+1,821.7%
+13,792.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.0% |
| 7D | +2.3% | -4.6% | +6.9% | +5.1% |
| 30D | +14.7% | +5.6% | +9.0% | +11.2% |
| 3M | +13.5% | -1.3% | +14.8% | +14.1% |
| 6M | +33.1% | +9.2% | +23.9% | +25.7% |
| YTD | +15.1% | +27.3% | -12.3% | -1.4% |
| 1Y | +18.7% | +35.9% | -17.2% | -2.1% |
| 3Y | +72.1% | +45.5% | +26.6% | +33.8% |
| 5Y | +92.8% | +36.0% | +56.8% | +52.4% |
| 10Y | +571.6% | +307.2% | +264.5% | +169.2% |
| All | +15,614.6% | +1,821.7% | +13,792.9% | +2,609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling