+155.2%
MPWR vs UNP
+51.0%
+104.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | -2.6% | -5.3% | +2.8% | +0.7% |
| 30D | -9.0% | -1.5% | -7.5% | -8.3% |
| 3M | -25.8% | +10.3% | -36.1% | -31.1% |
| 6M | +11.8% | +9.7% | +2.1% | +3.7% |
| YTD | +35.5% | +27.1% | +8.4% | +13.4% |
| 1Y | +45.3% | +32.6% | +12.7% | +17.6% |
| 3Y | +138.5% | +40.0% | +98.5% | +85.2% |
| All | +155.2% | +51.0% | +104.2% | +98.1% |
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