+84.6%
MRK vs UNP
+44.1%
+40.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.3% | +3.4% |
| 7D | +6.7% | +3.6% | +3.1% | +5.6% |
| 30D | +7.8% | +11.4% | -3.6% | +4.3% |
| 3M | +18.2% | +4.6% | +13.6% | +16.7% |
| 6M | +34.7% | +18.3% | +16.4% | +27.9% |
| YTD | +45.8% | +35.4% | +10.4% | +31.3% |
| 1Y | +84.6% | +42.6% | +42.0% | +62.2% |
| All | +84.6% | +44.1% | +40.5% | +62.2% |
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