+46.1%
MRK vs UNP
+43.7%
+2.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -5.0% | -1.2% | -3.8% | -4.7% |
| 30D | +11.0% | -2.0% | +12.9% | +11.6% |
| 3M | +22.4% | +7.5% | +14.9% | +19.7% |
| 6M | +25.4% | +15.3% | +10.1% | +19.8% |
| YTD | +39.5% | +25.4% | +14.1% | +29.7% |
| 1Y | +78.0% | +35.6% | +42.4% | +61.6% |
| All | +46.1% | +43.7% | +2.5% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling