+3,767.8%
MRK vs UNP
+10,123.3%
-6,355.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | +0.7% | +4.2% | -3.5% | -0.5% |
| 30D | +0.3% | +5.6% | -5.3% | -1.3% |
| 3M | +9.7% | +2.0% | +7.6% | +8.9% |
| 6M | +32.0% | +15.4% | +16.5% | +26.5% |
| YTD | +43.3% | +32.7% | +10.5% | +31.8% |
| 1Y | +63.7% | +39.4% | +24.2% | +48.5% |
| 3Y | +58.0% | +54.3% | +3.7% | +38.2% |
| 5Y | +105.0% | +39.6% | +65.3% | +81.3% |
| 10Y | +228.6% | +288.9% | -60.2% | +109.8% |
| All | +3,767.8% | +10,123.3% | -6,355.5% | +799.1% |
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