+3,812.0%
MRK vs UNP
+9,690.0%
-5,878.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +1.3% | -5.3% | +6.7% | +2.9% |
| 30D | +17.1% | -1.5% | +18.7% | +17.6% |
| 3M | +25.9% | +10.3% | +15.6% | +22.4% |
| 6M | +26.8% | +9.7% | +17.1% | +23.2% |
| YTD | +44.9% | +27.1% | +17.8% | +35.0% |
| 1Y | +84.8% | +32.6% | +52.3% | +70.1% |
| 3Y | +50.1% | +40.0% | +10.1% | +34.9% |
| 5Y | +127.4% | +50.8% | +76.6% | +96.7% |
| 10Y | +240.0% | +278.6% | -38.7% | +118.7% |
| All | +3,812.0% | +9,690.0% | -5,878.0% | +821.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling