+3,763.3%
MRK vs UNP
+9,650.4%
-5,887.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | +15.5% | -1.1% | +16.6% | +15.8% |
| 3M | +25.1% | +7.9% | +17.2% | +22.4% |
| 6M | +30.1% | +14.6% | +15.5% | +24.9% |
| YTD | +43.1% | +26.6% | +16.5% | +33.5% |
| 1Y | +82.5% | +35.6% | +46.9% | +66.9% |
| 3Y | +49.3% | +45.5% | +3.8% | +32.8% |
| 5Y | +130.3% | +50.0% | +80.3% | +99.5% |
| 10Y | +234.3% | +271.8% | -37.5% | +116.2% |
| All | +3,763.3% | +9,650.4% | -5,887.1% | +810.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling