+20.8%
MCD vs UNP
+39.6%
-18.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | +4.2% | -5.9% | -2.7% |
| 30D | +14.1% | +5.6% | +8.5% | +12.6% |
| 3M | +0.6% | +2.0% | -1.4% | 0.0% |
| 6M | 0.0% | +15.4% | -15.4% | -3.8% |
| YTD | -9.3% | +32.7% | -42.0% | -16.1% |
| 1Y | -9.3% | +39.4% | -48.7% | -17.2% |
| 3Y | +8.6% | +54.3% | -45.7% | -4.4% |
| All | +20.8% | +39.6% | -18.8% | +5.9% |
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 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