-8.6%
MCD vs UNP
+38.2%
-46.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -1.6% | +2.1% | -3.7% | -2.2% |
| 30D | +16.0% | +7.7% | +8.3% | +14.0% |
| 3M | 0.0% | +4.0% | -4.1% | -1.1% |
| 6M | +0.9% | +15.7% | -14.7% | -2.9% |
| YTD | -8.7% | +33.5% | -42.2% | -16.8% |
| 1Y | -8.6% | +38.9% | -47.5% | -18.5% |
| All | -8.6% | +38.2% | -46.7% | -18.5% |
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 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