-3.9%
MCD vs UNP
+44.1%
-48.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.9% | +6.1% |
| 7D | +11.9% | +3.6% | +8.3% | +10.9% |
| 30D | +20.2% | +11.4% | +8.9% | +17.3% |
| 3M | +5.2% | +4.6% | +0.6% | +3.9% |
| 6M | 0.0% | +18.3% | -18.3% | -4.1% |
| YTD | -6.5% | +35.4% | -41.9% | -14.4% |
| 1Y | -3.9% | +42.6% | -46.5% | -13.9% |
| All | -3.9% | +44.1% | -48.0% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling