+224.4%
MRK vs UNP
+285.4%
-61.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -4.3% | -1.8% | -2.5% | -3.8% |
| 30D | +8.3% | -2.7% | +11.0% | +9.1% |
| 3M | +20.0% | +6.5% | +13.5% | +17.9% |
| 6M | +25.7% | +14.4% | +11.3% | +20.8% |
| YTD | +38.7% | +24.8% | +13.9% | +30.1% |
| 1Y | +74.7% | +34.4% | +40.3% | +60.5% |
| 3Y | +45.4% | +43.6% | +1.8% | +30.2% |
| 5Y | +129.0% | +53.2% | +75.8% | +97.4% |
| All | +224.4% | +285.4% | -61.0% | +107.4% |
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