+6,406.5%
MCD vs UNP
+10,182.8%
-3,776.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.7% |
| 3M | 0.0% | +4.0% | -4.1% | -1.2% |
| 6M | +0.9% | +15.7% | -14.7% | -3.2% |
| YTD | -8.7% | +33.5% | -42.2% | -16.1% |
| 1Y | -8.6% | +38.9% | -47.5% | -16.8% |
| 3Y | +9.9% | +53.7% | -43.8% | -3.7% |
| 5Y | +22.6% | +40.4% | -17.8% | +8.8% |
| 10Y | +204.6% | +291.1% | -86.5% | +102.9% |
| All | +6,406.5% | +10,182.8% | -3,776.3% | +1,406.6% |
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