+178.1%
MCD vs UNP
+277.0%
-98.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -2.8% | -5.3% | +2.5% | -1.0% |
| 30D | -6.0% | -1.5% | -4.5% | -5.6% |
| 3M | -5.6% | +10.3% | -15.8% | -9.1% |
| 6M | -21.9% | +9.7% | -31.5% | -24.8% |
| YTD | -14.7% | +27.1% | -41.8% | -22.3% |
| 1Y | -17.3% | +32.6% | -49.8% | -25.9% |
| 3Y | -2.2% | +40.0% | -42.1% | -15.4% |
| 5Y | +20.3% | +50.8% | -30.6% | -1.3% |
| All | +178.1% | +277.0% | -98.9% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling