+110.9%
MO vs UNP
+285.4%
-174.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.7% |
| 30D | +7.1% | -2.7% | +9.9% | +8.0% |
| 3M | -2.0% | +6.5% | -8.5% | -3.9% |
| 6M | +7.3% | +14.4% | -7.1% | +2.6% |
| YTD | +23.5% | +24.8% | -1.4% | +14.8% |
| 1Y | +11.0% | +34.4% | -23.4% | +0.7% |
| 3Y | +95.0% | +43.6% | +51.4% | +70.3% |
| 5Y | +100.6% | +53.2% | +47.4% | +68.4% |
| All | +110.9% | +285.4% | -174.6% | +52.5% |
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